Nasdaq, Inc.

Nasdaq Global Index Watch (GIW)Web Services API 3.4
Contents1
2
3Overview ..................................................................................................................... 2
GIW Delivery Options.................................................................................................. 2
Web Services API Introduction ................................................................................... 2
3.1

4
5
6
7

7.1
7.2
7.3
7.4
7.5
7.6
7.7
7.8
7.9

8

Equity-based indexes Weightings Service ....................................................................... 4
Hedged Weighting Service .............................................................................................. 9
Equities Corporate Actions Plus Data Service: .............................................................. 13
Equities Corporate Actions Unified File Format (CAUFF) Service: ................................ 16
CAUFF Events/Status ..................................................................................................... 26
Action Type .................................................................................................................... 26
Action Code/Description ............................................................................................... 27
Equities Index Level History Service: ............................................................................. 31
Hedged Index Level History Service .............................................................................. 32

Fixed Income Data Services ...................................................................................... 38
8.1
8.2
8.3

9

Index Data Availability Times by Dataset ........................................................................ 2

Architecture ................................................................................................................ 3
Output Formats........................................................................................................... 4
Data Service Formats .................................................................................................. 4
Equity Data Services .................................................................................................... 4

Fixed Income Weightings Data Service ......................................................................... 38
Fixed Income Events Service: ........................................................................................ 46
Fixed Income Index Level History Service: .................................................................... 48

Support...................................................................................................................... 51

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Nasdaq Global Index Watch (GIW)Web Services API 3.4
1 Overview
Global Index Watch
Nasdaq Global Index Watch (GIW) provides an in-depth view of 10,000+ Nasdaq Indexes. It is anindispensable tool for investment professionals who track Nasdaq Indexes or trade products
linked to these indexes.
Nasdaq offers direct access to global index data via GIW. Available from many of the key data
vendors and our easy-to-use web interface, GIW provides index weights and components,
advanced notification of corporate actions, as well as daily and historical high, low, start-of-day
and end-of-day index values for Nasdaq Indexes.
Nasdaq provides a variety of asset classes as well as index family entitlements. For further
information about accessing Nasdaq Index weights, components, corporate actions, andhistorical data, please contact Nasdaq Index Sales.
For real-time index data, see Global Index Data Service or contact DataSales@nasdaq.com.
2 GIW Delivery Options
There are three delivery mechanisms for GIW data:
1. GIW Website: https://indexes.nasdaq.com
2. GIW Web Services API: detailed in this document
3. Global Index FlexFile Delivery (GIFFD) SFTP: detailed here.
3 Web Services API Introduction
Web Services delivers GIW data via an application programming interface (API) in predefinedformats, which enables index data to be automated for retrieval into your systems for use andanalysis. GIW Web Services provides an On-Demand view of what is available at the precise
moment that the Web Services API is run. This specification document outlines these data
formats. Web Services provides the most up-to-date weightings, historical and summary index
values, as well as corporate actions for covered indexes.
3.1 Index Data Availability Times by Dataset
Global Index Watch – Web Services API
Index Delivery Times by Dataset
Dataset
GIC-AE
GIC-AUSGIC-BAL
GIC-DK
GIC-HOX
GIC-NFI
GIC-NOR
Version 3.4

End of Day (EOD) US Eastern Time

Start of Day (SOD) US Eastern Time

12:15 PM
2:15 AM
9:15 AM
11:15 AM
1:00 PM
10:45 AM
9:15 AM

4:45 PM
8:45 AM
4:45 PM
4:45 PM
NA
12:30 AM
4:45 PM
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Global Index Watch Web Services API Specification
GIC-SEBFI
1:00 PM
7:40 PM
GIC-SE-OMXN
12:00 PM
4:45 PM
GIC-SNAP
10:15 AM
4:45 PM
GIC-US
6:00 PM
9:45 PM
GIC-USFI
5:45 PM
2:15 AM
SandP
7:00 PM
8:00 PM
Corporate Actions (CAUFF), Pro Forma (PRO), and Daily Pro Forma (DPRO) data is available by
12:00 AM ET.
US Eastern Time
4 Architecture
Nasdaq has modified the authentication process for fetching files from the GIW Secure Web
Services. Nasdaq is making this change to meet industry security standards. For a list of indexes
available please visit the GIW index directory list on the GIW website.
Getting started: Public API platforms such as Postman can make it easy to build and test the
GIW Web Services API.
URL:
(https://indexes.nasdaqomx.com/reports2/UFFWeighting.ashx?IndexSymbol=ABCD&Date=YYYY-MM-DD&Type=pipe&FileType=SOD)
Sample Authentication Call Using CURL:
curl -X POST '<URL>' -H 'Content-Type: application/x-www-form-urlencoded' --data-urlencode'username=<username>' --data-urlencode 'password=<password>'
Example:curl -X POST
'https://indexes.nasdaqomx.com/reports2/UFFWeighting.ashx?IndexSymbol=NDX&Date=202303-03&FileType=SOD&Type=PIPE' -H 'Content-Type: application/x-www-form-urlencoded' -data-urlencode 'username=xxx' --data-urlencode 'password=yyy'
Sample Code in Python1:
import requestsurl = "URL"payload='username=xxx&password=yyy'
headers = {'Content-Type': 'application/x-www-form-urlencoded'}
response = requests.request("POST", url, headers=headers,data=payload)print(response.text)

1

NASDAQ PROVIDES SAMPLE CODE AS A COURTESY TO MAKE IT EASIER FOR USERS TO CONNECT TO NASDAQ GIW WEBSERVICES. THE CODE IS BEING PROVIDED “AS IS” WITH NO WARRANTIES WHETHER WRITTEN OR ORAL, EXPRESS OR IMPLIED,OR STATUTORY WITH RESPECT TO THE SUBJECT MATTER OF THIS AGREEMENT INCLUDING, WITHOUT LIMITATION, ERROR
FREE, COMPLETENESS, ANY IMPLIED WARRANTIES ARISING FROM TRADE USAGE, COURSE OF DEALING, OR COURSE OFPERFORMANCE, OR WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR USE OR PURPOSE.

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5 Output Formats
GIW data output can be provided in “pipe”(|) or “csv”(,) delimited, ASCII-text format. To reducethe download time, Nasdaq will not include extra spaces or leading/trailing zeros for any fields.
Additionally, fields that contain no data will not be populated, data will be returned with two
delimiters in a row.
6 Data Service Formats
As a subscriber to the GIW, clients can access the secure web services and receive access to thefollowing information:• Component Weighting Data
• Corporate Action Information for covered indexes• Historical index values

7

Equity Data Services

The UFF data service is the premier weightings and corporate actions service and should be used
for all index queries.
7.1 Equity-based indexes Weightings Service
In response to customer requests, Nasdaq has standardized its file formats for all of its equitybased indexes on GIW. The UFF is intended to provide a more robust offering that allows thedelivery of index weightings content covering the global marketplace. Data recipients haverequested this additional information in order for their systems to more accurately track theequity indexes and to map the data elements within their databases.
Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Date of Weightings File - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV(,); default is PIPE
• FileType – values are either ‘SOD’ (for start of day requests), ‘EOD’ (for end of day requests),‘PRO’ (for Pro Forma requests), or ‘DPRO’ (for Daily Pro Forma requests)2
Where XXXXXX = assigned instrument ID, ZZZZ = clients preferred return of data stream (pipe orcsv) and WWW= whether the request is Start of Day or End of Day
https://indexes.nasdaqomx.com/reports2/UFFweighting.ashx?IndexSymbol=XXXX&Date=YYYYMM-DD&Type=YYYY&FileType=ZZZZ2DAILY PRO FORMA DATA IS AUTOMATICALLY UPDATED ONCE A DAY AROUND MIDNIGHT ET DURING WEEKDAYS AND ISPROVIDED ON AN “AS-IS” BASIS THROUGHOUT THE YEAR TO INDEX CLIENTS FOR INFORMATIONAL PURPOSES ONLY. DATA IS
INDICATIVE OF THE CURRENTLY PROJECTED FUTURE INDEX BASKET FOR UP TO T+5 WEEKDAYS. AS NEW INFORMATIONBECOMES AVAILABLE, DATA IS SUBJECT TO CHANGE. NEITHER NASDAQ, INC. NOR ANY OF ITS AFFILIATES (THE
“CORPORATIONS”) MAKES ANY EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF
MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE DAILY PRO FORMA DATA.
WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT SHALL THE CORPORATIONS HAVE ANY LIABILITY FOR ANY LOSTPROFITS OR SPECIAL, INCIDENTAL, PUNITIVE, INDIRECT, OR CONSEQUENTIAL DAMAGES RELATED TO THE DAILY PRO FORMA
DATA, EVEN IF NOTIFIED OF THE POSSIBILITY OF SUCH DAMAGES.

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HeaderData Field
Parameter

Description
Parameter of the query
Example: NDX2013-11-11|EOD orNDX2013-11-15|PRO
File Type
Indicates the report type requested.
Allowable values are:
• ‘EOD’ – End of Day• ‘SOD’ – Start of Day• ‘PRO’ – Pro Forma• ‘DPRO’ – Daily Pro Forma
Weightings Content
Data Field
Description
SymbolUnique identifier of the index security
assigned by its Exchange or othermarketplace.
Closing Price
For EOD files, the last regular way tradeor quote received from the Exchange forthe index security. For Nasdaq securities
it is the last sale price on Nasdaq which
normally would be the Nasdaq Official
Closing Price (NOCP).

Market Value

Index Shares
Index Weight

Company Name
SEDOL

Exchange

Version 3.4

For SOD files, the previous day’s Local
Closing Price is adjusted for corporate
actions (if any).
Calculated value:
Index Shares * Local Closing Price * FXRate
The number of shares representing an
index security within the index.
Calculated Value:
Market Value / Index Market Value
The name of the issuer of the index
security.
The Stock Exchange Daily Official List
number, a code used by the London
Stock Exchange to identify foreign stocks,
indexes and shares.
Please Note: SEDOL information is fee
liable and is populated for those users
entitled, by LSE, to receive SEDOL
information. It is the client’s
responsibility to have proper approval
from LSE prior to requesting SEDOL
access.
The exchange from which the Local
Closing Price of the index security isutilized. Nasdaq will support the ISO
10383 standard, an ISO standard for

Max Field Size / Attribution
Varchar (35) – Alphanumeric(including special characters)
Varchar (4) – Alphanumeric

Max Field Size / Attribution
Varchar (18) – Alphanumeric(including special characters)
Varchar (53) – Numeric (including
decimal point)

Varchar (53) – Numeric

Varchar (53) – Numeric (including
decimal point)
Varchar (15) – Numeric (including
decimal point)
Varchar (100) – Alphanumeric(including special characters)
Varchar (12) – Alphanumeric

Varchar (4) – Alphanumeric

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Currency

FX RateFree Float Factor

Country CodeIndustry CodeIndex Symbol
CUSIP“Codes for exchanges and market
identification” (MIC): it defines codes forstock markets. This standard is updated
frequently and the latest publishedstandard is available at the maintenanceorganization of ISO 10383.
Local currency in which the underlying
index security is traded on its Exchange,
using ISO 4217.
Rate at which the Currency is converted
into the Index Currency.
The adjustment applied to the Shares torepresent availability of shares toinvestors.
Note: This field is only populated forindexes that utilize this field for index
calculation.
Country code is variable and isdetermined by
the index calculation methodologies
follows the ISO 3166-1 standard. Nasdaq
may use one of the following countrycode classifications:
Country of Domicile - represents thecountry of domicile.
Country of Incorporation - identifies thecountry in which the company isincorporated or legally registered.
NQGI Country Code – identifies thecountry,
as assigned by Nasdaq Global Indexes
Industry classification or industry codesorganize companies into industrial
groupings based on similar production
processes, similar products, or similar
behavior in financial markets.
The identifier or ticker symbol
representing the index
CUSIP is a unique nine-characteralphanumeric code appearing on the faceof each stock or bond certificate that is
assigned to an index security by Standard& Poor's Corporation.

Varchar (3) – Alphanumeric

Varchar (23) – Numeric (including
decimal point)
Varchar (12) – Numeric including
decimal point

Varchar (2) – Alpha

Varchar (4) - Numeric

Varchar (18) – Alphanumeric(including special characters)
Varchar (9) – Alphanumeric(including special characters)

Please Note: CUSIP information is fee
liable and is populated as a service forour clients. It is the client’s responsibility
to have proper approval from CUSIP
authority prior to use or storage if thisdata.

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Third Party
Assigned ID
ISIN

Security Shares

Capping Factor
Security
Dividend Market
Value

Please Note: This value is not currently
supported and will be implemented in
the near future.
International Securities Identification
Number (ISIN) uniquely identifies anindex security. Its structure is defined in
ISO 6166. The ISIN code is a 12-characteralphanumeric code that does not contain
information characterizing financial
instruments but serves for uniform
identification of an index security at
trading and settlement.
Please Note: ISIN information is fee
liable and is populated as a service forour clients. It is the client’s responsibility
to have proper approval from ISIN
authority prior to use or storage if thisdata.
Number of shares representing an index
security prior to any capping or float
adjustment, in accordance to each Index
methodology.
Adjustment factor for capped indexes.
Represents the index securities dividend
market values

Varchar (20) – Numeric

Varchar (12) – Alphanumeric(including special characters)

Varchar (53) - Numeric

Varchar (53) – Numeric including
decimal point
Varchar (53) – Numeric (including
decimal)Dividend Market Value = Cash dividend *index shares per security
ICB Subsector
Code

FooterData Field
Index Market
Value

Total Index
SharesIndex Weight

Net Change

Version 3.4

Industry classification or industry codesorganize companies into industrial
groupings based on similar production
processes, similar products, or similar
behavior in financial markets.

Varchar (8) Numeric

Description
Calculated value:

Max Field Size / Attribution
Varchar (53) – Numeric (including
decimal)Aggregate Market Value of all Index
Securities
Calculated value:
Aggregate Index Shares of all Index
Securities
Represents the summation of the market
percentage of all component securities
within the index.
Represents the difference between thecurrent tick value and the prior day’s
closing tick value for a given index.

Varchar (53) – Numeric (including
decimal)Varchar (15) – Numeric (including
decimal point)
Varchar (53) – Numeric (including
decimal point)

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Calculated value:
Prior day’s closing index value – Current
Index Value

High

Low

Divisor

Note: This value will be 0 for Start of Day
requests.
The highest calculated value for an index
during the trading day.

Varchar (53) – Numeric (including
decimal point)

Note: This value will be 0 for Start of Day
requests.
The lowest calculated value for an index
during the trading day.

Varchar (53) – Numeric (including
decimal point)

Note: This value will be 0 for Start of Day
requests.
Calculated value:

Varchar (53) – Numeric (including
decimal point)

Index Market Value / Current Index
Value

Current Index
Value

Index Dividend
Point
Index DividendMarket Value

The Divisor is a number that is adjusted
periodically (due to component changes
and corporate actions) to ensure
continuity of an index.
This field reflects the final calculated
value for an instrument for the defined
trade date. This value may be adjusted
for corporate actions from prior days.
Calculated value:
Index Dividend Market Value / Divisor
Calculated value:

Base Value

Aggregate dividend market value of all
Index Securities
Index Value at inception.

Trade Date

Date of the report.

SOD/EOD

Index Symbol
Index Name

Version 3.4

YYYY-MM-DD (2011-02-17)
Data contained in the message
represents the start-of-day or end-of-day
data. Allowable values:• SOD – Start-of-day adjusted forovernight corporate actions• EOD – End-of-day positions for the
given trade data
The identifier or ticker symbol
representing the index
Index name as defined by the Market of
Origin. Due to dependencies on Market

Varchar (53) – Numeric (including
decimal point)

Varchar (16) – Numeric (including
decimal point)
Varchar (53) – Numeric (including
decimal)Varchar (12) – Numeric (including
decimal point)
Varchar (10) – Alphanumeric(including special characters)
Varchar (3) – Alphanumeric

Varchar (18) – Alphanumeric(including special characters)
Varchar (100) – Alphanumeric(including special characters)

Page 8Global Index Watch Web Services API Specification

Index Currency

Index Family

ISINof Origin naming protocols and field size
limit, index name may be abbreviated.
The currency in which the Index Market
Value and Index Dividend Market Value
are reported using ISO 4217.
Please Note: This value is not currently
supported and will be implemented in
the near future.
Please Note: This value is not currently
supported and will be implemented in
the near future.

Varchar (3) – Alphanumeric

Varchar (56)

Varchar (12) – Alphanumeric(including special characters)

International Securities Identification
Number (ISIN) uniquely identifies anindex security. Its structure is defined in
ISO 6166. The ISIN code is a 12-characteralphanumeric code that does not contain
information characterizing financial
instruments but serves for uniform
identification of an index security at
trading and settlement.

7.2 Hedged Weighting Service
Web Services will support Hedged files for Nasdaq indexes
Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Date of Weightings File - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV(,); default is pipe
• FileType – values are either ‘SOD’ (for start of day requests), ‘EOD’ (for end of day requests)or ‘PRO’ (for Pro Forma request)
Where XXXXXX = assigned instrument ID, ZZZZ = clients preferred return of data stream (pipe orcsv) and WWW= whether the request is Start of Day or End of Day
https://indexes.nasdaqomx.com/reports2/CurrencyHedgeWeighting.ashx?IndexSymbol=XXXX&
Date=YYYY-MM-DD&Type=pipe&FileType=EOD

HeaderData Field
Header

Weightings Content
Data Field

Version 3.4

Description
Hedged Index Symbol
Date/ File Type
Example:NDXCADH|YYYYMMDD|SOD

Max Field Size / Attribution
Varchar (65) – Alphanumeric

Description

Max Field Size / Attribution

Page 9Global Index Watch Web Services API Specification
Trade Date
Trade Date
Reference
Trade Date
Rebalance
Trade Date Effective

Trade Date Future
Reference
Trade Date Future
Rebalance
Trade Date Future
Effective
Days Left

Underlying Index
SymbolHedgedIndex
SymbolUnderlying
Index Currency

Constituent
Currency

Constituent
Currency Future

Current business day
The business day prior the lastbusiness day in the previous
month.
The last business day in theprevious month.
The first business day in thecurrent month which the current
weights are used in thecalculations.
The business day prior the lastbusiness day in the current month.
The last business day in thecurrent month.
The first business day in next
month which the new weights will
be effective in the calculation.
The number of calendar days fromthe current day (Trade Date (notcounting)) until the last business
day in current Month (Trade Date
Future Rebalance).
Unique identifier of the underlying
index assigned by its Exchange orother marketplace.
Unique identifier of the hedged
index assigned by its Exchange orother marketplace.
The currency in which the Index
Market Value and Index DividendMarket Value are reported for theunderlying index, using ISO 4217.
Unique constituent currency in theunderlying index on current
business day (local), using ISO
4217.
Please Note: One (1) row per
unique constituent currency.
Unique constituent currency in theunderlying index effective on thefirst business day in next month(Trade Date Future Effective)(local), using ISO 4217.

YYYY/MM/DD
YYYY/MM/DD

YYYY/MM/DD
YYYY/MM/DD

YYYY/MM/DD
YYYY/MM/DD
YYYY/MM/DD

Numeric (10)Varchar (18) – Alphanumeric (including special
characters)
Varchar (18) – Alphanumeric (including special
characters)
Varchar (3) – Alphanumeric

Varchar (3) – Alphanumeric

Varchar (3) – Alphanumeric

Please Note: One (1) row per
unique constituent currency. The
number of records can vary as
constituent currencies can be
added or removed.
This field will only be populated(SOD and EOD) on the lastbusiness day in current month.

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No Of Cons

Number of Constituents on current
business day by security currency.

Varchar (5) – Numeric

No Of Cons Future

Number of Constituents byconstituent currency effective on
the first business day in next
month (Trade Date Future
Effective).
Please Note: This field will only be
populated (SOD and EOD) on thelast business day in current
month.

Varchar (5) – NumericMarket Value

Constituent currency Market value
on current business day in theunderlying index currency.

Varchar (53) – Numeric (including decimal)

Calculated value:

Market Value
Reference

Market Value by constituent
currency in underlying index
currency.
Constituent currency Market Valuein the underlying index currency
one business day prior (Trade Date
Reference) the last business day(Trade Date Rebalance) in theprevious month. This value will be
constant from the first business
day in the month until close on thelast business day in the month).

Varchar (53) – Numeric (including decimal)

Calculated value:

Market Value
FutureMarket Value by constituent
currency in underlying index
currency which includes all actions
effective as of SOD on the firstbusiness day in month (Trade Date
Effective).
Constituent currency Market Valuein the underlying index currency
one business day prior (Trade Date
Future Reference) the lastbusiness day (Trade Date Future
Rebalance) in current month.

Varchar (53) – Numeric (including decimal)

Calculated value:
Market Value by constituent
currency in underlying index

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currency which includes all actions
effective as of SOD on the firstbusiness day in next month (Trade
Date Future Effective).

WeightWeight Reference

Please Note: This field will only be
populated (SOD and EOD) on thelast business day in current month(Trade Date Future Rebalance).
Constituent currency weight on
the current business day by
security currency in the underlying
index.
Calculated Value:
Constituent currency market value/ Aggregate constituent currencies
market value.
Constituent currency weight one
business day prior (Trade Date
Reference) the last business day inthe previous month (Trade Date
Reference).

Varchar (15) – Numeric (including decimal
point)

Varchar (15) – Numeric (including decimal
point)

Calculated value:
Calculated Value:
Constituent currency market value/ Aggregate constituent currencies
market value.

Weight Future

Please Note: This value will be
constant from the first business
day in the month until close on
the last business day in themonth).
Constituent currency weight one
business day (Trade Date Future
Reference) prior the last businessday (Trade Date Future Rebalance)in the current month.

Varchar (15) – Numeric (including decimal
point)

Calculated value:
Calculated Value:
Constituent currency market value/ Aggregate constituent currencies
market value.
Please Note: This field will only be
populated (SOD and EOD) on thelast business day in current month(Trade Date Future Rebalance).

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Hedge Ratio

FX RateFX Rate Rebalance

FX Rate Reference

Forward Rate

Forward Rate
Rebalance
Forward Rate
Reference

FIR

FIR Previous

The currency Hedge Ratio
1 = 100 % by default in the Nasdaq
standard indices.
The spot rate (Underlying Index
currency into Constituent
currency) on current business day(Trade Date).
For SOD files, the spot rate at closeon the previous business day,The spot rate at the close on thelast business day in the previous
month (Trade Date Rebalance).
The spot rate at the close on thebusiness day (Trade Date
Reference) prior the last business
day in the previous month (Trade
Date Rebalance).
The forward rate (Underlying
Index currency into Constituent
currency) on current business day.
For SOD files, the forward rate atclose on the previous business day.
The forward rate at the close on
the last business day (Trade Date
Rebalance) in the previous month.
The forward rate at the close on
the business day (Trade Date
Reference) prior the last business
day in the previous month (Trade
Date Rebalance).
The forward interpolated rate
(Underlying Index currency into
Constituent Currency) on current
business day (Trade Date).
For SOD files, the FIR will berecalculated from the EOD at theprevious business day by taking
into the day/days closer to the lastbusiness day in the current month.
The forward interpolated rate
at close on the previous businessday.

Varchar (5) – Numeric

Varchar (23) – Numeric (including decimal
point)

Varchar (23) – Numeric (including decimal
point)
Varchar (23) – Numeric (including decimal
point)

Varchar (23) – Numeric (including decimal
point)

Varchar (23) – Numeric (including decimal
point)
Varchar (23) – Numeric (including decimal
point)

Varchar (23) – Numeric (including decimal
point)

Varchar (23) – Numeric (including decimal
point)

7.3 Equities Corporate Actions Plus Data Service:
Corporate Actions Plus Data Service is the corporate actions information updated dynamicallythat is reflected on the Global Index Watch website. The corporate actions service includes thefollowing data element in order to facilitate the global nature of these indexes: SEDOL
Important Note: Clients should use Corporate Actions Unified File Format (CAUFF) via GIW Web
Services (API) or GIFFD (SFTP) in combination with corporate actions on the GIW website or the
Corporate Actions Plus data service to capture available corporate actions data.

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Please Note: SEDOL information is fee liable and is populated for those users entitled, by LSE, toreceive SEDOL information. It is the client’s responsibility to have proper approval from LSE
prior to requesting SEDOL access. If the user is NOT entitled to receive SEDOLs, the SEDOL field
will be blank.
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Start Date - format yyyy-mm-dd• EndDate - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV(,); default is pipe
Where XXXXXX = Index symbol and ZZZZ = clients preferred return of data stream (pipe or csv)
https://indexes.nasdaqomx.com/reports2/corpActionsPlus.ashx?IndexSymbol=XXXXXX&StartDa
te=YYYY-MM-DD&EndDate=YYYY-MM-DD&Type=ZZZZ
Optional Input Format to return changes since last request
By including an optional input, in place of the start and end dates, the client can receive areturn of just the changes since the last client update request (Delta Date).
oooIndexSymbol – format uses the assigned instrument ID;
Delta Date – format mm/dd/yyyy hh:mm:ss (time represented as 24 hour input)
Type – format provided as either PIPE(|) or CSV (,); default is pipe

Where XXXXXX = Index symbol; mm/dd/yyyy hh:mm:ss = optional input of date and timeof last record (Delta Date) pull and ZZZZ = clients preferred return of data stream (pipe or
csv);
https://indexes.nasdaqomx.com/reports2/corpActionsPlus.ashx?IndexSymbol=XXXXXX&StartDa
te=YYYY-MM-DD&EndDate=YYYY-MM-DD&Type=ZZZZ
The data fields are as follows:
HeaderData Field
Parameter

Description
Parameter of the query

Max Field Size / Attribution
Varchar (40) – Alphanumeric(including special characters)

Example: QQQQ2010-03-12_2010-03-30
Output Stream
Data Field
ID
Effective Date

Current Symbol
New Symbol
Current SEDOL

Version 3.4

Description
Assigned ID value in the Nasdaq GIW service
Date the corporate action will take effect andmay include a date later than the current date.

Max Field Length / Attribution
Varchar (9) – Numeric
Field Length (8) – Numericrepresented as (YYYYMMDD)

The current identifier or ticker symbol of theindex security.
The new identifier or ticker symbol of the index
security.
The Stock Exchange Daily Official List number, acode used by the London Stock Exchange to
identify foreign stocks, indexes and shares.

Varchar (18) - Alphanumeric(including special characters)
Varchar (18) - Alphanumeric(including special characters)
Varchar (12) - Alphanumeric

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New SEDOL

Current Company
Name
New Company
Name
Current Index
SharesNew Index Shares

ReasonSplit Ratio
Comments
Last update
date/time
Deleted Flag

Version 3.4

Please Note: SEDOL information is fee liable andis populated for those users entitled, by LSE, toreceive SEDOL information. It is the client’s
responsibility to have proper approval from LSE
prior to requesting SEDOL access.
The Stock Exchange Daily Official List number, acode used by the London Stock Exchange to
identify foreign stocks, indexes and shares.
Please Note: SEDOL information is fee liable andis populated for those users entitled, by LSE, toreceive SEDOL information. It is the client’s
responsibility to have proper approval from LSE
prior to requesting SEDOL access.
The current name of the issuer of the index
security.
The new name of the issuer of the index security.
This field represents the current number ofshares for an issue within a given index and isbased on the specific index’s Calculation
Method.
This field represents the new number of sharesfor an issue within a given index and is based on
the specific index’s Calculation Method.
This represents the reason for the corporate
action. Allowable values currently defined:
o Additiono Adjustmento Component Changeo Deletiono Divisor Changeo Index Newso Name Changeo Name and Symbol Changeo Quarterlyo Share Changeo Special Corporate Actiono Stock Splito Stock Dividendo Symbol Changeo Updateo SEDOL
Represents the split ratio to take place on
effective date
Free form space available for comment
This field represents the last time that the record
was updated.
This field represents if a record has been deleted
from previous files.

Varchar (12) - Alphanumeric

Varchar (50) - Alphanumeric(including special characters)
Varchar (50) - Alphanumeric(including special characters)
Varchar (53) - Numeric(including decimal point)

Varchar (53) - Numeric(including decimal point)
Variable

Variable – Alphanumericrepresented as (#:# 0r ##:#) 2:1
Variable – HTML or plain text
Varchar (19) - Alphanumericrepresented as (MM/dd/yyyy
HH:mm:ss)
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Global Index Watch Web Services API Specification
Empty
Deletedconsecutive delimiters(,, or ||)“D”

7.4 Equities Corporate Actions Unified File Format (CAUFF) Service:
This service returns CAUFF (Corporate Actions Unified File Format) data, which is an enhanced
daily service designed to communicate the treatment of current and future changes in the
Nasdaq Equity Indexes in advance of their implementation. The same CAUFF information in a fileformat is also available via GIFFD (SFTP). While the field content is the same, CAUFF files via
SFTP are delivered about half an hour later, and include historical files.
The CAUFF data service provides same-day and advance notification of Corporate Actions,
Security Actions and Index actions, which have an impact to a security constituent within an
index. Each day, the CAUFF data service will include the current day’s actions plus any actions
that have been posted in advance for up to 5 business days in the future. Nasdaq provides theadvance action information as part of a daily forecast which calculates with best effort the
future position of a security weight in the index. Forecast information can change nightly as theactions may occur, and each end of day closing price is used for the next forecast run. In
exceptional circumstances, some events may be announced during market hours for the next
day implementation. These exceptional circumstances are usually linked to late company
disclosure of corporate events or unexpected changes to previously announced corporate
events. Announcements made by Nasdaq during market hours will be communicated throughthe CAUFF data service on the next business day, as long as the Action is scheduled to beeffective within the next 5 business days.
Important Note: Clients should use Corporate Actions Unified File Format (CAUFF) via GIW Web
Services (API) or GIFFD (SFTP) in combination with corporate actions on the GIW website or the
Corporate Actions Plus data service to capture available corporate actions data.
Please Note: SEDOL information is fee liable and is populated for those users entitled, by LSE, toreceive SEDOL information. It is the client’s responsibility to have proper approval from LSE
prior to requesting SEDOL access. If the user is NOT entitled to receive SEDOLs, the SEDOL field
will be blank.
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Type – format provided as either PIPE(|) or CSV (,); default is pipe
Where XXXXXX = Index symbol and ZZZZ = clients preferred return of data stream (pipe or csv)
Note: There is no date parameter. Users can pull the latest index CAUFF data starting at 12:00
AM ET for the current day until 10:30 PM ET on the same day. In other words, the only time that
customers are not able to get data is between 10:30 PM and 11:59 AM ET.
Example: NDX CAUFF web services data for January 15, 2021 will be available between 12:00
January 15, 2021 until 10:30 PM ET on the same day. If users pull data before this time, they will
receive data for the previous day if available, no data, or incomplete data.
https://indexes.nasdaqomx.com/reports2/CorpActionsUFF.ashx?IndexSymbol=XXXXXX&Type=Z
ZZZ
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The data fields are as follows:
HeaderData Field

Description

Max Field Size /Attribution

Parameter

Parameter of the query
For example:
NDX|2014-01-01 - for the single index report or
NQGI|2014-01-01 - for the family report.

Varchar (35) – Alphanumeric(including special characters)

Data Field

Description

Max Field Size /Attribution

Effective Date

Indicative of when the corporate actions data isapplicable. Also known as the “ex-date”.

Field Length (8) – Numericrepresented as (YYYYMMDD)

Last Modified Date

The date when the last change was made to thisrecord.

Field Length (8) – Numericrepresented as (YYYYMMDD)

Original
Publication Date

The date the event first appears in the file.

Field Length (8) – Numericrepresented as (YYYYMMDD)

StatusStates whether the entry is Pending (PE),Completed (CO), Updated (UP) or Cancelled (CX).
The action will move to Completed on the day ofthe ex-date. Table 7.5 –Event Status

Varchar (20) – AlphanumericIndex Name

Defines the index name that this stock isrelated to.

Varchar (100) –Alphanumeric (including
special characters)

Index Symbol

Defines the index code that this stock is related to.

Varchar (50) – Alphanumeric(including special characters)

Index Marker

Version 3.4

1) Index Symbol assigned to the single index
report2) 2) Underlying Index codes associated to the
NQGI family report

Varchar (100) –Alphanumeric – (including
special characters)

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Global Index Watch Web Services API Specification
Index Currency

The 3-character ISO currency code for thecurrency in which the index level data is being
reported in.

Varchar (3) – Alphanumeric

Action TypeThe Action Type represents the action andinformation to follow. Allowable values are: Index
Action (IA), Corporate Action (CA) and Security
Action (SA). Order of priority shown in Table 7.6

Varchar (3) – Alphanumeric

ActionMultiple actions on the same Security with same
effective date, the ordering in the file will show theaction with highest priority first and ends with theaction with lowest priority. Order of priority shownon Table 7.7

Varchar (20) – Alphanumeric

Action Description

The action description - Table 7.7

Issue Add/Delete

Varchar (100) –Alphanumeric
Indicates whether the Constituent was an Addition or Varchar (10)a Deletion during the Index Reconstitution.

Action ID

Assigned unique action identifier.

Varchar (50) – AlphanumericIssue Name

The name of the issue of the index security.

Varchar (50) – Alphanumeric

New Issue Name

The new name of the issue of the index security.

Varchar (50) – AlphanumericRIC

The Reuters Instrument Code is a unique identifier.

Varchar (7) – Alphanumeric

Please Note: This field is currently not supported
and will be implemented in the near future. Thus,
the field is currently in the files but the values may
be blank.

New RICThe new Reuters Instrument Code is a unique Varchar (7) – Alphanumeric
identifier.
Please Note: This field is currently not supported
and will be implemented in the near future. Thus,
the field is currently in the files but the values may
be blank.

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Bloomberg ID

Identifier assigned by Bloomberg, if available.
Otherwise, the field will be blank.

Varchar (10) – Alphanumeric

Please Note: This field is currently not supported
and will be implemented in the near future. Thus,
the field is currently in the files but the values may
be blank.
New Bloomberg
ID

New identifier assigned by Bloomberg, if available.
Otherwise, the field will be blank.

Varchar (10) – Alphanumeric

Please Note: This field is currently not supported
and will be implemented in the near future. Thus,
the field is currently in the files but the values may
be blank.
Valor

Current SIX-TK Financial Valor number The
field is currently NULL(8) – Numeric

New Valor

New SIX-TK Financial Valor number.
Should be NULL(8) – Numeric

CUSIP

Constituent’s 9-character CUSIP identifier,provided on a best effort basis.

Varchar (9) – Alphanumeric(including special characters)

New CUSIP

Constituent’s new 9-character CUSIP
identifier as of the effective date,provided on a best effort basis.

Varchar (9) – Alphanumeric(including special characters)

ISIN

The International Securities Identification Number(ISIN) uniquely identifies an index security. The ISIN
code is a 12-character alphanumeric code thatserves as a uniform identification code of an index
security at trading and settlement.

Varchar (12) – Alphanumeric

Please note: ISIN information is fee liable and ispopulated as a service for our clients. It is theclient’s responsibility to have proper approval from
ISIN authority prior to use or storage if this data.
Please Note: This field is currently not supported andwill be implemented in the near future. Thus, the field
is currently in the files but the values may be blank.

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New ISIN

The new International Securities Identification
Number (ISIN), which uniquely identifies an index
security, as of the effective date. The ISIN code is a12-character alphanumeric code that serves as a
uniform identification code of an index security at
trading and settlement.

Varchar (12) – Alphanumeric

Please note: ISIN information is fee liable and ispopulated as a service for our clients. It is theclient’s responsibility to have proper approval from
ISIN authority prior to use or storage if this data.

SEDOL

Please Note: This field is currently not supported andwill be implemented in the near future. Thus, the fieldiscurrently
in the files
butOfficial
the values
be blank.
The
Stock Exchange
Daily
List may(SEDOL)is an
Varchar (7) – Alphanumeric
identification code issued by the London Stock
Exchange to identify stocks, indexes and shares.
Please Note: SEDOL information is fee liable and ispopulated for those users entitled by LSE to receive
the SEDOL information. It is the customer’s
responsibility to have proper approval from LSE prior
to requesting SEDOL data access.

New SEDOL

The new Stock Exchange Daily Official List (SEDOL),
which is an identification code issued by the
London Stock Exchange to identify stocks, indexes
and shares.

Varchar (7) – Alphanumeric

Please Note: SEDOL information is fee liable and ispopulated for those users entitled by LSE to receive
the SEDOL information. It is the customer’s
responsibility to have proper approval from LSE prior
to requesting SEDOL data access.

Issue Symbol

The identifier of the index security
assigned by its Exchange or othermarketplace.

New Issue Symbol

The new identifier or ticker symbol of the index Issue. Varchar (50) – Alphanumeric(including special characters)

Version 3.4

Varchar (50) – Alphanumeric(including special characters)

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Global Index Watch Web Services API Specification
Nasdaq Issue ID

The unique identifier assigned by Nasdaq related
to the constituent Issue within the index.

Varchar (20) – Numeric

ICB Subsector
Code

The four-digit industry classification code thatcategorizes companies into industrial groupings
based on similar production processes, similar
products, or similar behavior in financial markets.

Varchar (4) – Numeric

New ICB
Subsector CodeThe new four-digit industry classification code that
Varchar (4) – Numericcategorizes companies into industrial groupings basedon similar production processes, similar products, orsimilar behavior in financial markets.

Exchange

The exchange from which the Local Closing Price of
the index Issue is utilized. Nasdaq supports the ISO
10383.

Varchar (4) – Alphanumeric

New Exchange

The exchange from which the Local Closing Price of
the index Issue is utilized. Nasdaq supports the ISO
10383 standard, an ISO standard for “Codes forexchanges and market identification” (MIC): it
defines codes for stock markets. This standard is
updated frequently and the latest publishedstandard is available at the maintenanceorganization of ISO 10383.

Varchar (4) – Alphanumeric

Domicile Country
Code

Domicile Country Code follows the ISO 3166-1
standard and represents the country of domicile,
headquarter or principal executive offices.

Varchar (2) – Alphanumeric

New Domicile
Country Code

Domicile Country Code follows the ISO 3166-1
standard and represents the country of domicile,
headquarter or principal executive offices.

Varchar (2) – AlphanumericCountry Of
Incorporation
Code

Incorporation Country Code follows the ISO 3166-1
standard and represents the country in which thecompany is incorporated or legally registered.

Varchar (2) – Alphanumeric

New Country Of
Incorporation
Code

Incorporation Country Code follows the ISO 3166-1
standard and represents the country in which thecompany is incorporated or legally registered.

Varchar (2) – Alphanumeric

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Global Index Watch Web Services API Specification
Country Of Listing

Country code is determined by the index
calculation methodologies and follows the ISO
3166-1 standard.
Country of Listing- represents the country
where the component Issue is primarily listedin.

Varchar (2) – Alphanumeric
Check

Nasdaq Country
Code

NQGI Country Code – follows the ISO 3166-1
standard and is assigned by Nasdaq based on a
combination of Country of Domicile, Country ofIncorporation and Country of Primary Listing. The
detailed info on NQGI country assignment for index
securities is available in section 3.2 of the NQGI
methodology found here.

Varchar (2) – Alphanumeric

Please Note: The field only applies to securities thatare currently members of the NQGI Index Family.

New Nasdaq
Country CodeThe new NQGI Country Code follows the ISO 3166-1
standard and is assigned by Nasdaq based on a
combination of Country of Domicile, Country ofIncorporation and Country of Primary Listing. The
detailed info on NQGI country assignment for index
securities is available in section 3.2 of NQGI
methodology here.

Varchar (2) – Alphanumeric

Please Note: The field only applies to securities
that are currently members of the NQGI Index
Family.

Segment

Per the NQGI Index Methodology, Developedor Emerging

Alphanumeric (50)

New Segment

The new segment per the NQGI Index
Methodology: Developed or Emerging

Alphanumeric (50)

RegionNQGI EMEA, Eurozone, BRIC, Asia Pacific, North
America

Alphanumeric (50)

New Region

NQGI EMEA, Eurozone, BRIC, Asia Pacific, North
America

Alphanumeric (50)

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Global Index Watch Web Services API Specification
Size

Constituent’s size. Represents if the stock is a
Large, Mid, Small or Mid/Small cap stock within
the methodology of the index. It is possible for astock to be classified differently in one index vs.
others. For example classified as Large in index A
and classified as Mid in index B.

Varchar (4) – Alphanumeric

New Size

Constituent’s New size. Represents if the stock is a
Large, Mid, Small or Mid/Small cap stock within themethodology of the index. It is possible for a stock
to be classified differently in one index vs. others.

Varchar (4) – Alphanumeric

Currency

Local currency in which the underlying index Issue
is traded on its Exchange, using ISO 4217.

Varchar (3) – Alphanumeric

New Currency

New Currency.

Varchar (3) – Alphanumeric

FX RateRate at which the Currency is converted to theIndex Currency.

Varchar (23) –Numeric (including decimal
point)

TSO

Represents the total shares outstanding for theissue.

Varchar (53) –Numeric (including decimal
point)NEW TSO

New total shares outstanding for the issue.

TSI

The total Issuer shares.

Varchar (53) –Numeric (including decimal
point)
Varchar (53) –Numeric (including decimal
point)NEW TSI

New total Issuer shares

Varchar (53) –Numeric (including decimal
point)

Index Shares

The number of shares of a security in the index.
Based on the specific index’s calculation andweighting method.

Varchar (53) –Numeric (including decimal
point)New Index Shares

New Index shares.

Varchar (53) –Numeric (including decimal
point)

Free Float Factor

Represents the adjustment applied to the Shares
to represent availability and investability of sharesto investors.

Varchar (12) –Numeric (including decimal
point)

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Global Index Watch Web Services API Specification
New Free Float
FactorRepresents the adjustment applied to the Shares
to represent availability and investability of sharesto investors.

Varchar (12) –Numeric (including decimal
point)AWF

Additional weight factor (AWF) used for certain
index methodologies such as Smart Beta indexes.
This field will have value 1 for methodologies notusing AWF.

Varchar (25) –Numeric(including decimal
point)NEW AWF

The new Additional Weight Factor (AWF), which isused for certain index methodologies such as Smart
Beta indexes.
This field will have value 1 for methodologies notusing AWF.

Numeric (25) –including decimal
point

Correction factor

Price correction factor available for theNordic equity indexes.

Numeric (25) –including decimalpoint

New Correction
Factor

New Price correction factor available for the Nordic
equity indexes.

Numeric (25) –including decimal
point

GrowthThe growth weight factor associated with the stock,
as of the effective date. This factor will always be
between 0 and 1 for style indices and 0 or 1 for purestyle indices.

Numeric –Max. Length: 38;
Max. Precision 14

Value

The value weight factor associated with the stock,
as of the effective date. This factor will always be
between 0 and 1 for style indices and 0 or 1 for purestyle indices.

Numeric –Max. Length: 38;
Max. Precision 14

Apply Cash Before
Stock Flag

For stock splits with Special or Cash dividends, thisfield indicates when the cash adjustment will beapplied before the stock adjustment.

Varchar (1) – Alphanumeric

Stock Factor QTY

A numeric factor by which a stock distribution will
be applied.

Varchar (28) –Numeric (including decimal
point)

Subscription Price

Subscription price for the rights offering.

Numeric –Max. Length: 38;
Max. Precision 14

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Global Index Watch Web Services API Specification
Rights Expiration
Date

Last day to exercise rights.

Field Length (8) – Numericrepresented as (YYYYMMDD)

Price Adjustment
AmountRights adjusted for previous close used only forspecial cash dividend.

Varchar (28) –Numeric (including decimal
point)

Close Price

Latest available price prior to the effective dateused for the Issue at the close of the index(EOD). The price method can vary; for example,
Last sale, Last official, Bid, Ask, VWAP, Fixedprice can be used.

Varchar (53) –Numeric (including decimal
point)T1 Adjusted Close

Close Price and T1 Adjusted Close would be equal toeach other unless there is a corporate action inaccordance to the methodology, which would adjustthat Closing Price to the different T1 Adjusted Close.

Varchar (53) –Numeric (including decimal
point)

Ordinary Dividend
AmountCash Dividend (Ordinary) Per Share in the
Dividend Currency.

Varchar (53) –Numeric (including
decimal point)

T1 Cash Adjusted
Close

Close Price minus per share cash Dividend. If there isno ordinary cash amount, the field would be equal tothe value in field 71.

Varchar (53) –Numeric (including decimal
point)

Dividend Currency

The dividend currency code using ISO 4217. The 3character ISO currency code for the currency thedividend is paid in.

Varchar (3) – AlphanumericIssue DividendMarket Value

Dividend amount (gross) as reported, as of theeffective date. Dividend amount is converted tothe index currency if dividend differs from theindex currency.

Varchar (53) –Numeric (including decimal
point)Net Issue
Dividend Market
Value

Dividend amount (net – after subtracting taxes andfranking) as of the effective date. Tax and franking
rates used are as of the ex-date. Dividend amountis converted to the index currency if dividenddiffers from the index currency.

Varchar (53) –Numeric (including decimal
point)

Tax Rate

Specific tax rate associated to the index.

Numeric –Max. Length: 38;
Max. Precision 14

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Global Index Watch Web Services API Specification

7.5

New Tax Rate

New tax rate.

Numeric –Max. Length: 38;
Max. Precision 14

Spin Off Issue
SymbolThe identifier or ticker symbol of the index spin off
Issue. Provided on a best effort basis.

Spin off Issue
Name

The issue name of the index spin off Issue.
Provided on a best effort basis.

Spin Off Cash
Value

Cash value of the spinoff transaction,
expressed on a per share basis.

Spin Off Per Share

Terms

Comments

Free form space available for comments
associated with the action.

Varchar(1000)

ICB Subsector
Code 8The eight-digit industry classification code thatcategorizes companies into industrial groupings
based on similar production processes, similar
products, or similar behavior in financial markets.

Varchar (8) –Numeric

New ICB
Subsector Code8

The new eight-digit industry classification code that
Varchar (8) –categorizes companies into industrial groupings based Numericon similar production processes, similar products, orsimilar behavior in financial markets.

CAUFF Events/Status
Status7.6

Description

PE

PendingFirst status shown on the CAUFFCXCancelled

When an event is cancelled

UP

UpdatedUpdated to reflect new value in a pending event

CO

Completed

The day of the effective date

Action Type
Action Type

Version 3.4

Code

Description

CA

Corporate Action

IA

Index Action

SA

Security Action

IM

Index Maintenance Action
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7.7

Action Code/Description
Action Type
Security Action
Security Action
Index MaintenanceActionSecurity Action
Security Action
Security Action
Security Action
Security Action
Security Action
Security Action

ActionLI Code
DE
CA
MM
MC
MS
TC
FF
QS
SC

Action Description
Listing
Delisting
IM Constituent Activation based on Security IPOs with
TradesMarket Move (with MIC change)
Market Class Change (with MIC Change)
MarketSegment Change
TSO Change
FreeFloatFactor Change
Quote Status Change
Symbol Change

1
2
3
4
5
6
7
8
9
10

Security Action

NC

Name/CUSIP Change

11

Security Action

BT

BourseId/SEDOL/TradingCurrency Change

12

Security Action

VC

ValorId Change

13

Security Action

IC

ICBSubSector Change

14

Security Action

WW

WhenDistributed/WhenIssued Change

15

Security Action

IT

IssueType/SubIssueType Change

16

Security Action

IS

ISIN Change

17

Security Action

CC

CountryCode Change

18

Security Action

IN

IncorpCountryCode Change

19

Security Action

LIS

Listing of Spot Rate

20

Security Action

DIS

Delisting of Spot Rate

21

CorpAction

XC

Cash Dividend

22

CorpAction

CP

Stock Div. payable in another company

23

CorpAction

CS

Cash and Stock Dividend or Split

24

CorpAction

RS

Reverse Split

25

CorpAction

SO

Spin Off

26

CorpAction

XR

Ex-Rights

27

CorpAction

XS

Stock Dividend or Split

28

CorpAction

XW

Ex-Warrants

29

CorpActionXX

Any Other Type30

IndexAction

DA

Delete Action Request

31

IndexAction

AP

AddPopulation

32

IndexActionMP

ModifyPopulation

33

IndexAction

DP

DeletePopulation

34

Version 3.4

Priority

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Global Index Watch Web Services API Specification
IndexAction

AFP

AddFinancialProduct35

IndexAction

MFP

ModifyFinancialProduct36

IndexAction

DFP

DeleteFinancialProduct37

IndexAction

AFPO

AddFinancialProductOutput

38

IndexAction

MFPO

ModifyFinancialProductOutput

39

IndexAction

AWCO

Add WCO

40

IndexAction

MWCO

Modify WCO

41

IndexAction

DFPO

DeleteFinancialProductOutput

42

IndexAction

RRPC

Remove and Replace Population Constituent

43

IndexAction

APC

AddPopulationConstituent

44

IndexAction

DPC

DeletePopulationConstituent

45

IndexAction

API

AddPopulationInclude

46

IndexAction

DPI

DeletePopulationInclude

47

IndexAction

APE

AddPopulationExclude

48

IndexAction

DPE

DeletePopulationExclude

49

IndexAction

ADPC

Add/Delete Population Constituent

50

IndexAction

MPUT

Modify PriceUntilTraded for Constituent

51

IndexAction

MOP

Modify OverridePrice for Constituent

52

IndexAction

MNOS

Modify NumberOfShares for Constituent

53

IndexAction

MTSO

Modify TSO for Constituent

54

IndexAction

MFFF

Modify FreeFloatFactor for Constituent

55

IndexAction

MST

Modify State for Constituent

56

IndexAction

MTAC

Modify T1AdjustedClose for Constituent

57

IndexAction

IWCA

IW Corporate Action

58

IndexAction

RRPI

Remove and Replace Population Constituent by issuer

59

IndexAction

MPR

ModifyPopulationRebuildDate

60

IndexAction

MFPR

ModifyFinancialProductRebuildDate

61

IndexAction

REFP

ReweightFinancialProduct62

IndexAction

RBFPO

RebaseFinancialProductOutput

63

IndexAction

CFP

Cap Financial Product64

IndexAction

MDIV

Modify Divisor using SODIndexValue

65

Index Maintenance RP
ActionIndex Maintenance RFP
ActionIndex Maintenance PCFPIM Reconstitute/Rebuild Population

66

IM Reconstitute/Rebuild Financial Product67

IM Perform Capping For Financial Product68

ActionSecurity Action

GC

GicCountryCode Change

69

Security Action

SF

Spin Off Security Add

70

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Global Index Watch Web Services API Specification
IndexAction

MCSC

Market Cap Size Change

71

Index Maintenance AUTOADPC
ActionSecurity ActionRC
RIC Change

72

Security Action

TI

TSI Change

73

Security Action

LC

Listing Country Change

74

Security Action

BC

Bloomberg Id Change

75

Security Action

MSN

Market Segment Nordic Change

76

Security ActionPD

Pre Delisting request

77

Security Action

FTC

Force TSO

78

Security Action

FTI

Force TSI

79

Security Action

FFF

Force FreeFloat

80

Index Maintenance RFPA
ActionCorpAction
FP

Reset fixed price action

81

Fixed price action for T-1

82

IndexAction

AMTT

Add Modify Tax Table

83

IndexAction

DTT

Delete Tax Table

84

IndexAction

BUTT

Bulk Upload Tax Table

85

IndexAction

UTT

Upload Tax Table

86

IndexAction

RCFP

Recomposition setting for Financial Product87

IndexAction

BUFP

88

IndexAction

UCRFP

Bulk Upload Financial Product for
Capping/Recomposition
Upload Financial Product for Capping/Recomposition

IndexAction

MTSI

Modify TSI for Constituent

90

IndexActionPDPC

Pre Delete Population constituent

91

IndexAction

MFTSI

Modify Forced TSI for Constituent

92

IndexAction

MFFFF

Modify Forced FreeFloatFactor for Constituent

93

IndexAction

MFTSO

Modify Forced TSO for Constituent

94

IndexAction

SFP

Set Fixed Price Flag95

IndexAction

MPM

Modify Price Method for Constituent

96

IndexAction

MCVWAP

Modify Closing VWAP for Constituent

97

IndexAction

MCVWIP

Modify Closing VWAP Interval for Constituent

98

IndexAction

MCBP

Modify Closing Bid Price for Constituent

99

IndexAction

MCAP

Modify Closing Ask Price for Constituent

100

IndexAction

BUHD

Bulk Upload HOX Data

101

IndexAction

UHD

Upload HOX Data

102

IndexAction

PHD

Publish HOX Data

103

Security Action

IIC

Issuer ID Change

104

Security Action

INC

Issuer Name Change

105

Version 3.4

72

89

Page 29Global Index Watch Web Services API Specification
IndexAction

UNOS

Upload NumberOfShares

106

IndexAction

MCP

Modify Closing Price for Constituent

107

IndexAction

MSCP

Modify Spot Rate Closing Price for Constituent

108

IndexAction

RBRL

Rebalance Roll

109

IndexAction

AFPHRE

Add HRE

110

IndexAction

MFPHRE

Modify HRE

111

IndexAction

UFPHRE

Upload HRE

112

IndexAction

MFPOMF

ModifyOutputMortgageFactor

113

IndexAction

MDF

Modify Disruption Flag

114

IndexAction

URNOS

Upload Roll Number Of Shares

115

IndexAction

UFRS

Upload FutRollSchedule data

116

IndexAction

DFRS

Delete FutRollSchedule data

117

Index Maintenance CD
ActionIndex Maintenance MCSO
ActionIndexAction
GISF

IM Constituent Delete based on Security SpinOffFlag
with Trades
IM MultiCorp action for SpinOffs

119

Generate Intraday Spin Files for Constituent

121

IndexAction

USBI

Upload NumberOfShares by Index

122

IndexAction

MT1FPE

Modify T1AdjustedClose for ETF Constituent

123

Index Maintenance AC
ActionIndex Maintenance DC
ActionIndex Maintenance RC

IM Index Basket Add Constituent

500

IM Index Basket Delete Constituent

501

IM Index Basket Recalculate Constituent

502

ActionIndex Maintenance RRC
ActionIndex Maintenance CAC
ActionIndex Maintenance RFPOIM Index Basket Remove Replace Constituent

503

IM Index Basket Cap Constituent

504

IM Recalculate FP Output

505

ActionIndex Maintenance RCFPO
ActionIndexAction
SPD

IM Reconstitute/Rebuild Index Output

506

Get Security Price Data

507

IndexAction

ITD

Get Index Tick Data

508

IndexAction

HR

Halt Rule509

IndexAction

VPRL

View Population Rebuild List

510

Index Maintenance REC
ActionIndexAction
UTTF

Recompose Constituent

511

Upload TSO TSI FF

512

IndexAction

MCCP

Modify Constituent Closing price605

IndexAction

ADCF

Add/Delete Cash Flow Message

606

IndexAction

ADFI

Add/Delete Fixed Income Quote

607

IndexAction

MHLT

Mass Halt

608

Version 3.4

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7.8 Equities Index Level History Service:
This service will return to the client data representing the historical daily summary information
related to a specific index identified in the web query. This is the standard weightings dataservice format and unless defined in subsequent sections will be used for the majority of ourindex families.
Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Start Date - format yyyy-mm-dd• EndDate - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV (,); default is pipe
• FileType – values are either ‘SOD’ (for start of day requests) or ‘EOD’ (for end of day
requests)
Where XXXXXX = Index symbol,ZZZZ = clients preferred return of data stream (pipe or csv) and
WWW= whether the request is Start of Day or End of Day. Example:
https://indexes.nasdaqomx.com/reports2/history.ashx?IndexSymbol=XXXXXX&StartDate=YYYYMM-DD&EndDate=YYYY-MM-DD&Type=ZZZZ&FileType=WWW
HeaderData Field
Parameter

Description
Parameter of the query

Max Field Size / Attribution
Varchar (40) – Alphanumeric(including special characters)

Example: QQQQ2010-03-12_2010-03-30|EOD
OutputStreamData Field
Trade Date
Index ValueNet Change

High

Low

Total Index
Shares
Total
MarketValue
DivisorVersion 3.4

Description
Represents the trade date for the index
This field reflects the final calculated value for an
instrument for the defined trade date. This value
may be adjusted for corporate actions from prior
days.
This field reflects the difference between thecurrent tick value and the prior day’s closing tickvalue for a given instrument. Note: This value willbe 0 for Start of Day requests.
This field reflects the highest calculated value for
an instrument during the business day. Note: Thisvalue will be 0 for Start of Day requests.
This field reflects the lowest calculated value for an
instrument during the business day. Note: Thisvalue will be 0 for Start of Day requests.
Represents the summation of the index shares of
all component securities within the index.
This field reflects the closing Market Value at theend of day trade reporting for the instrument
identified in the message.
The Divisor is a number that is adjusted periodically(due to component changes and corporate actions)

Max Field Size / Attribution
Field Length (8) – Numericrepresented as (YYYYMMDD)
Varchar (12) - Numeric (including
decimal point)

Varchar (12) - Numeric (including
decimal point)

Varchar (12) - Numeric (including
decimal point)
Varchar (12) - Numeric (including
decimal point)
Varchar (53) – Numeric (including
decimal)Varchar (53) - Numeric (including
decimal)Varchar (53) - Numeric (including
decimal)Page 31Global Index Watch Web Services API Specification

Index
Dividend
Point
Dividend
MarketValue

Base Value

7.9

to ensure continuity of an index. This value is usedin the index calculations.
Index Dividend Point = Dividend Market
Value/Divisor
Represents the summation of all index securities
dividend market values
Dividend Market Value = Cash dividend * index
shares per security
Index Value at inception (as adjusted)

Varchar (9) – Numeric 9

Varchar (19) - Numeric

Varchar (12) - Numeric (including
decimal point)

Hedged Index Level History Service

Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Start Date - format yyyy-mm-dd• EndDate - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV (,); default is pipe
• FileType – values are either ‘SOD’ (for start of day requests) or ‘EOD’ (for end of day
requests)
Where XXXXXX = Index symbol,ZZZZ = clients preferred return of data stream (pipe or csv) and
WWW= whether the request is Start of Day or End of Day. Example:
https://indexes.nasdaqomx.com/reports2/CurrencyHedgehistory.ashx?IndexSymbol=XXXXXX&S
tart Date=YYYY-MM-DD&EndDate=YYYY-MM-DD&Type=ZZZZ&FileType=WWW
FooterData Field
Trade Date
Trade Date
Reference
Trade Date
Rebalance
Trade Date
Effective
Trade Date
FutureReference
Trade Date
FutureRebalance
Trade Date
FutureEffective
Underlying
Index Symbol

Version 3.4

Description
Current business day
The business day prior the lastbusiness day in the previous month.
The last business day in the previous
month.
The first business day in the current
month which the current weights areused in the calculations.
The business day prior the lastbusiness day in the current month.
The last business day in the current
month.
The first business day in next monthwhich the new weights will beeffective in the calculation.
The identifier or ticker symbol
representing the underlying index

Max Field Size / Attribution
YYYY/MM/DD
YYYY/MM/DD
YYYY/MM/DD
YYYY/MM/DD

YYYY/MM/DD

YYYY/MM/DD

YYYY/MM/DD

Varchar (18) – Alphanumeric (including special
characters)

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Global Index Watch Web Services API Specification
HedgedIndex
SymbolUnderlying
Index Name

HedgedIndex Name

SOD/EOD

Underlying
Index
Type
Underlying
Index Value

Underlying
Index Value
Rebalance

Underlying
Index
Reference

HedgedIndex Value

The identifier or ticker symbol
representing the Hedged index

Varchar (18) – Alphanumeric (including special
characters)

Index name representing theunderlying index as defined by theMarket of Origin. Due todependencies on Market of Origin
naming protocols and field size limit,
index name may be abbreviated.
Index name representing the Hedged
Index as defined by the Market of
Origin. Due to dependencies on
Market of Origin naming protocols
and field size limit, index name may
be abbreviated.
Data contained in the message
represents the start-of-day or end-ofday data. Allowable values:
SOD – Start-of-day adjusted forovernight corporate actions
EOD – End-of-day positions for the
given trade data
Price Return = PR
Total return = TR
Gross Return = GR
Net Return = NR
The index value on current businessday (Trade Date) for the underlying
index.

Varchar (100) – Alphanumeric (including
special characters)

Calculated value:
Index Market Value / Divisor
The Index value for the underlying
index at the close on the last business
day in the previous month (Trade
Date Rebalance).
Calculated value:
Index Market Value / Divisor
The Index value for the underlying
index at the close one day prior(Trade Date Reference) the lastbusiness day in the previous month(Trade Date Rebalance).

Calculated value:
Index Market Value / Divisor
The Index value for the hedged index
on current business day (Trade Date)

Varchar (100) – Alphanumeric (including
special characters)

Varchar (3) – Alphanumeric

Varchar (3) – Alphanumeric

Varchar (20) – Numeric (including decimal
point)

Varchar (20) – Numeric (including decimal
point)

Varchar (20) – Numeric (including decimal
point)

Varchar (20) – Numeric (including decimal
point)

Calculated value:
Hedged Index Value (Trade Date
Rebalance) * ((Underlying Index Value

Version 3.4

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Global Index Watch Web Services API Specification

HedgedIndex Value
Rebalance

HedgedIndex Value
Reference

Underlying
Net Change(Trade Date) / Underlying Index Value(Trade Date Rebalance) + Hedge
Impact %))The Index value for the hedged index
at the close on the last business day inthe previous month (Trade Date
Rebalance).
Calculated value:
Hedged Index Value (Trade Date
Rebalance) * ((Underlying Index Value(Trade Date) / Underlying Index Value(Trade Date Rebalance) + Hedge
Impact %))The Index value for the hedged index
at the close one day prior (Trade Date
Reference) the last business day inthe previous month (Trade Date
Rebalance).
Calculated value:
Hedged Index Value (Trade Date
Rebalance) * ((Underlying Index Value(Trade Date) / Underlying Index Value(Trade Date Rebalance) + Hedge
Impact %))Represents the difference between
the current tick value and the prior
day’s closing tick value for a given
index.

Varchar (20) – Numeric (including decimal
point)

Varchar (20) – Numeric (including decimal
point)

Varchar (12) – Numeric (including decimal
point)

Calculated value:
Current Index Value - Prior day’s
closing index value

HedgedNet Change

Please Note: This value will be 0 forStart of Day requests.
Represents the difference between
the current tick value and the prior
day’s closing tick value for a given
index.

Varchar (12) – Numeric (including decimal
point)

Calculated value:
Prior day’s closing index value –Current Index Value - Prior day’s
closing index value

Underlying
High

Version 3.4

Please Note: This value will be 0 forStart of Day requests.
The highest calculated value for theunderlying index during the tradingday.

Varchar (53) – Numeric (including decimal
point)

Page 34Global Index Watch Web Services API Specification

HedgedHigh

Underlying
Low

HedgedLow

Underlying
Index Market
Value

Underlying
Index Market
Value
Reference

Underlying
Index Market
Value Future

Please Note: This value will be 0 forStart of Day requests.
The highest calculated value for thehedged index during the trading day.
Please Note: This value will be 0 forStart of Day requests.
The lowest calculated value for theunderlying index during the tradingday.
Please Note: This value will be 0 forStart of Day requests.
The lowest calculated value for thehedged index during the trading day.
Please Note: This value will be 0 forStart of Day requests.
Aggregate Market Value of all Index
Securities on current business day(Trade Date) in the underlying index
currency.

Aggregate Market Value of all Index
Securities one day prior (Trade Date
Reference) the last business day inthe previous month. (Trade Date
Rebalance) in the underlying index
currency.
Aggregate Market Value in theunderlying index currency one
business day prior (Trade Date Future
Reference) the last business day(Trade Date Future Rebalance) incurrent month.

Varchar (53) – Numeric (including decimal
point)

Varchar (53) – Numeric (including decimal
point)

Varchar (53) – Numeric (including decimal
point)

Varchar (53) – Numeric (including decimal)

Varchar (53) – Numeric (including decimal)

Varchar (53) – Numeric (including decimal)

Calculated value:
Aggregate Market Value by all
constituent currency in underlying
index currency which includes all
actions effective as of SOD on the firstbusiness day in next month (Trade
Date Future Effective).

Adjustment
FactorVersion 3.4

Please Note: This field will only be
populated (SOD and EOD) on the lastbusiness day in current month (Trade
Date Future Rebalance).
Adjustment factor value used in thecalculation of the Hedge Impact

Varchar (15) – Numeric (including decimal
point)

Page 35Global Index Watch Web Services API Specification

Hedge
Impact %Underlying
Index Total
SharesUnderlying
Index Weight

Underlying
Index No Of
Cons
Underlying
Index Divisor

calculation for Monthly or Daily
Hedged Index.
Hedge impact value used in thecalculation for Monthly and Daily
Hedged index value.
Note the differences in the calculationof an Hedge Impact % value
depending either an Monthly or Daily
Hedged index.
Calculated value:
Aggregate Index Shares of all Index
Securities
Represents the summation of themarket percentage of all constituents
within the underlying index.

Represents the summation of the
Number of Constituents within theunderlying index.
Underlying index divisor.

Ipub field
Varchar (15) – Numeric (including decimal
point)
Ipub field

Varchar (53) – Numeric (including decimal)

Varchar (15) – Numeric (including decimal
point)

Varchar (5) – Numeric

Numeric (38) – Numeric (including decimal
point)

Calculated value:
Index Market Value / Current Index
Value

Underlying
Index
Dividend
Point
Underlying
Index
Dividend
MarketValue

Underlying
Index
Dividend
Yield
Underlying
Index Base
Value

Version 3.4

The Divisor is a number that is
adjusted periodically (due tocomponent changes and corporate
actions) to ensure continuity of anindex.
Underlying index dividend point.

Varchar (16) – Numeric (including decimal
point)

Calculated value:
Index Dividend Market Value / Divisor
Underlying index dividend market
value in the underlying index
currency.

Varchar (53) – Numeric (including decimal)

Calculated value:
Aggregate dividend market value of
all Index Securities
Running Yield of an index
Please Note: This value is not
currently supported and will be
implemented in the near future.
Underlying Index Value at inception(base date).

Numeric (25) including decimal point

Varchar (12) – Numeric (including decimal
point)

Page 36Global Index Watch Web Services API Specification
Underlying
Index Base
Date
Underlying
Index
Currency
Index Family

RegionSegment

Size

Underlying
Index
ISIN

HedgedISIN

Underlying
Index
Bloomberg
ID
HedgedBloomberg
ID

Version 3.4

YYYY/MM/DD
Underlying index base date.
The currency in which the Index
Market Value and Index DividendMarket Value are reported using ISO
4217.
Family key provided to combine andhelp filter for
Brand+ Series+ Strategy + Asset Type
Please Note: This value is not
currently supported and will be
implemented in the near future.
Please Note: This value is not
currently supported and will be
implemented in the near future.
Please Note: This value is not
currently supported and will be
implemented in the near future.
Please Note: This value is not
currently supported and will be
implemented in the near future.
International Securities Identification
Number (ISIN) uniquely identifies anindex security. Its structure is definedin ISO 6166. The ISIN code is a 12character alphanumeric code that
does not contain information
characterizing financial instruments
but serves for uniform identificationof an index security at trading andsettlement.
Please Note: This value is not
currently supported and will be
implemented in the near future.
International Securities Identification
Number (ISIN) uniquely identifies anindex security. Its structure is definedin ISO 6166. The ISIN code is a 12character alphanumeric code that
does not contain information
characterizing financial instruments
but serves for uniform identificationof an index security at trading andsettlement.
Identifier assigned by Bloomberg.
Please Note: This value is not
currently supported and will be
implemented in the near future.
Identifier assigned by Bloomberg.
Please Note: This value is not
currently supported and will be
implemented in the near future.

Varchar (3) – Alphanumeric

Varchar (53)

Varchar (25) – Alpha

Varchar (25) – Alpha

Varchar (25) – Alpha

Varchar (12) – Alphanumeric (including special
characters)

Varchar (12) – Alphanumeric (including special
characters)

Varchar (20) – Numeric

Varchar (20) – Numeric

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Global Index Watch Web Services API Specification
Underlying
Index RIC
Code
HedgedRIC Code

8

Reuters Unique Code
Please Note: This value is not
currently supported and will be
implemented in the near future.
Reuters Unique Code
Please Note: This value is not
currently supported and will be
implemented in the near future.

Varchar (25) – Alpha

Varchar (25) – Alpha

Fixed Income Data Services

8.1 Fixed Income Weightings Data Service
This service will return to the client a data stream representing the weightings and component
information related to the specific fixed income indexes identified in the web query.
Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Date of Weightings File - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV(,); default is pipe
• FileType – values are either ‘SOD’ (for start of day requests) or ‘EOD’ (for end of day
requests)
Where XXXXXX = Index symbol, ZZZZ = clients preferred return of data stream (pipe or csv) and
WWW= whether the request is Start of Day or End of Day
https://indexes.nasdaqomx.com/reports2/FIMAweighting.ashx?IndexSymbol=XXXXXX&Date=YY
YY-MM-DD&Type=ZZZZ&FileType=WWW
HeaderData Field
Parameter

Description
Parameter of the query
Example: QQQQ2010-03-12|EOD
Example: QQQQ2010-03-12|SOD
Example: QQQQ2010-03-12|PRO

File Type

Indicates the report type requested.
Allowable values are:•
‘EOD’ – End of Day•‘SOD’ –Start of Day•‘PRO’ – Pro Forma
Weightings Content
Data Field
SymbolVersion 3.4

Description
The identifier or ticker symbol of theindex security.

Max Field Size /Attribution
Varchar (40) –Alphanumeric(including special
characters)

Notes

Varchar (3) –Alphanumeric

Max Field Size /Attribution
Varchar (18) –Alphanumeric

Notes

Page 38

Global Index Watch Web Services API Specification

ISIN

CUSIP

ISIN for the security. ISIN is an
unambiguous international
identification of assets in accordancewith ISO
Standard 6166. ISIN stands forInternational Securities Identification
Number.
CUSIP for the security. CUSIP is a uniquenine-character alphanumeric code
appearing on the face of each stock orbond certificate that is assigned to asecurity by Standard & Poor's
Corporation. CUSIP numbers are theproperty of the American Bankers
Association (ABA) and are administeredby Standard & Poor's.
Please Note: CUSIP information is fee
liable and is populated as a service forour clients. It is the client’s
responsibility to have proper approval
from CUSIP authority prior to use or
storage if this data.

Issue Name
The name of the issue of the index
security.
Country

Exchange

CouponAdjustment

Version 3.4

Country code is variable and isdetermined by the index calculation
methodologies follows the ISO 3166-1
standard. Nasdaq may use one of thefollowing country code classifications:
Country of Domicile - represents thecountry of domicile. Country ofIncorporation - identifies the country inwhich the company is incorporated orlegally registered.
The exchange from which the Local
Closing Price of the index security isutilized. Nasdaq will support the ISO
10383 standard (MIC), an ISO standard
specifies a universal method of
identifying exchanges, trading platforms
and regulated or nonregulated markets
as sources of prices and related
information in order to facilitate
automated processing. This standard is
updated frequently and the latest
published standard is available at themaintenance organization of ISO 10383.
Coupon rate populated and used in the
security and Index market value
calculation when coupon adjustment is(including special
characters)
Varchar(12) –AlphanumericBlank for certain
securities

Varchar(9) –AlphanumericBlank for certain
securities

Varchar (100) –Alphanumeric(including special
characters)
Varchar (2) – Alpha

Will not be
supported for the
NOMXCR index
familyVarchar (4) –AlphanumericBlank for certain
securities

Varchar(20) –Numeric (including
decimal point)

Divide by 100

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Global Index Watch Web Services API Specification

Bonds inIndex

applied in accordance with the index
methodology. For OMRX on the day
when coupon fall and is adjusted inindex by adding the coupon to themarket cap calculation. For Credit SEK
indexes by adding coupon payment ratefrom the day when coupon fall until thelast day in current month. If no coupon
adjustment applied then the field ispopulated as blank.
Number of index shares for theconstituent within the index

Varchar(53) –Numeric(including
decimal point)
Varchar(53) –Numeric(including
decimal point)
Varchar(20) –Numeric (including
decimal point)

Previous
Bonds in
Index
Yield toMaturity

Previous Number of index shares for theconstituent within the index

Previous
Yield toMaturity

Previous Day’s Constituent yield tomaturity expressed in annual terms.

Varchar(20) –Numeric (including
decimal point

Yield

Constituent Yield. Coupon rate divided
by the current price of the bondValue populated for NOMXCR spreadindexes in Yield field is the Valuation
Spread value.
Previous Days Constituent Yield.
Value populated for NOMXCR spreadindexes in Yield field is the Valuation
Spread value.
Constituent Yield corresponding grossprice (clean price + accrued interest).

Varchar(20) –Numeric (including
decimal point andspecial characters)
Varchar(20) –Numeric (including
decimal point andspecial characters)
Varchar(18) –Numeric (including
decimal point)

Not populated for
floaters in NOMXCRStart of day Constituent Yield
corresponding gross price (clean price +accrued interest).
Constituent Yield corresponding clean
price.

Varchar(18) –Numeric (including
decimal point)
Varchar(18) –Numeric (including
decimal point.
Varchar(18) –(including decimal
point)

Price divided by 100

Previous
Yield

Dirty PricePrevious
Dirty Price
Clean Price

Constituent yield to maturity expressedin annual terms.
This is the interest rate used indiscounting all of the future cash flows
of a bond to arrive at its current price.

Previous
Clean PricePrevious days Constituent Yield
corresponding clean price.

AccruedInterest

Constituent Accrued Interest.

Version 3.4

This value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
Indexes
Not populated for
floaters in NOMXCR

Price divided by 100

Price divided by 100

Price divided by 100

Varchar(20) –Numeric (including

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Global Index Watch Web Services API Specification
decimal point andspecial characters)
Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric (including
decimal point)
Varchar(20) –Numeric. (including
decimal point)

Duration

Constituent duration value calculated as
Macaulay's duration.

Mod.
Duration

Constituent modified duration value.

Convexity

Constituent convexity value.

Price Risk

Market Cap

Constituent price risk measure which
can be defined as the number ofpercent a bond will lose when the yieldrise one percent.
Constituent market capitalization.

Previous
Market Cap

Previous days Constituent market
capitalization.

Weight In
Index

Constituent weight.

Industry
SectorTiered Industry Sector Classification(always Government in this index).

IndustryGroup

Tiered Industry Group Classification(always Federal in this index).

Varchar(50) –Alphanumeric(including special
characters)

Industry Sub
Group

Tiered Industry Sub GroupClassification.

Varchar(50) –Alphanumeric(including special
characters)

Day Count

Day count convention used in
calculating accrued interest and present
value.

Varchar(20) –Alphanumeric(including special
characters)

Version 3.4

Code

Description1

Act/Act2

Act/3653

Act/360

430/360530/360

Varchar(53) –Numeric (including
decimal point)
Varchar(53) –Numeric. (including
decimal point)
Varchar (15) –Numeric (including
decimal point)
Varchar(50) –Alphanumeric(including special
characters)

This value is not
currently supported
and will be
implemented in thenear future.
This value is not
currently supported
and will be
implemented in thenear future.
This value is not
currently supported
and will be
implemented in thenear future.
Blank for NOMXCR

Notes

US
EuropeanPage 41

Global Index Watch Web Services API Specification

CouponFrequency
Coupon Rate

6

ACT_PRE

7

TBILL1

8

TBILL2930/365
Number of coupon payments per year.
Propose values 1 = annual, 2 = semiannual, 4 =Quarterly.
Coupon interest rate stated at the bondat issue.

Varchar (1) –Numeric

Blank for NOMXCR

Varchar(20) –Numeric (including
decimal point

Blank for NOMXCR.

Varchar(20) –Numeric (including
decimal point

Divided by 100
Blank for NOMXCR

CouponAmountCurrent coupon amount. Annual
Coupon rate divided by Frequency

Coupon TypeType of coupon payment (floating,fixed, zero, etc)

Inflation
Index Factor

Inflation index adjustment factor
applied to coupon for inflation linked
bonds

Varchar(20) –Numeric (including
decimal point andspecial characters)

Maturity
Date

Date the bond will be redeemed byissuer if it is not called before (ifapplicable term for the security).

Varchar (10) –YYYYMMDD Alphanumeric(including special
characters)

RatingAverage of vendor ratings.

Yield to
Worst

Yield to worst for the underlying
constituent.

Varchar(20) –Numeric(including
decimal point andspecial character)

Effective
Duration

Effective Duration for the underlying
constituent.

Varchar(20) –Numeric(including
decimal point)

Duration to
Worst

Duration to Worst for the underlying
constituent.

Varchar(20) –Numeric(including
decimal point)

Version 3.4

This value is not
currently supported
and will be
implemented in thenear futureThis value is not
currently supported
and will be
implemented in thenear future.
Blank for NOMXCRThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
Indexes

Page 42Global Index Watch Web Services API Specification
Bonds
Outstanding

Bonds issued and outstanding on thebond (adjusted for strips, QE programs,
and Fed holdings)
Should be Bond TSO, Not Available.

Varchar(53) –Numeric

Previous
Bonds
Outstanding

Previous Days Constituent Nominal
Amount.

Varchar(53) –Numeric

Nasdaq Issue
ID

The Unique identifier assigned by
Nasdaq related to the constituent Issue
within the index.

VARCHAR (20)
– NumericThis value is not
currently supported
and will be
implemented in thenear future.
This value is not
currently supported
and will be
implemented in thenear futureInternal Nasdaq ID
subject to change

FooterData Field

Description

Trade Date

Date of the report.
YYYY-MM-DD (2011-02-17)

Index Symbol

The identifier or ticker symbol
representing the index.

Index Name

Index Name.

Index
Currency
Index Value

The currency in which the Index Market
Value is reported using ISO 4217.
This field reflects the final calculated value
for a price level index for the defined
trade date. Field will be blank for SOD and
PRO file types.
The highest calculated value for an
index during the trading day. Note: Thisvalue will be 0 for Start of Day
requests.
The lowest calculated value for an index
during the trading day. Note: This value
will be 0 for Start of Day requests.

High

Low

Previous
Index Value

This field reflects the previous days final
calculated value for an index for thedefined trade date.

DivisorDivisor for the Index, expressed in index
base currency. The Divisor is a numberthat is adjusted periodically (due tocomponent changes and corporate
actions) to ensure continuity of an index.
Field will be blank for SOD reports.

Version 3.4

Max Field Size /Attribution
Varchar (10) –Alphanumeric(including special
characters)
Varchar (18) –Alphanumeric(including special
characters)
Varchar (100) –Alphanumeric(including special
characters)
Varchar (3) –Alphanumeric
Varchar(53) –Numeric(including decimal
point)
Varchar (53) –Numeric(including decimal
point)
Varchar (53) –Numeric(including decimal
point)
Varchar(53) –Numeric(including decimal
point)
Varchar(53) –Numeric(including-decimal
point)

Notes

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Global Index Watch Web Services API Specification
Previous
DivisorPrevious Day’s Divisor.

Index Market
Value
Previous
Index Market
Value
AccruedIncomeIndex market value for the current day.
Field will be blank in SOD reports
Previous day’s Index market value.

Aggregate of accrued interest across allindex holdings.

Varchar(53) –Numeric

Index Yield

Weighted average yield for the index.

Index
Previous
Yield

Previous day’s weighted average yield forthe index.

Index
Weighted
Avg Price

Weighted average price of index
components.

Varchar(20) –Numeric(including decimal
point and special
characters)
Varchar(20) –Numeric(including decimal
point and special
characters)
Varchar(20) –Numeric(including
decimal point)

Index
CouponWeighted average coupon for the index.

Index Yield toMaturity

Weighted average yield-to-maturity forindex.

Index Yield to
Worst

Weighted average yield-to-worst for index

Varchar(20) –Numeric(including decimal
point)

Index Price
Risk

Weighted average Price Risk for the index.

Index
Duration

Weighted average duration value
calculated as Macaulay's duration for theindex.

Index Mod.
Duration

Weighted average modified duration
value calculated as Modified duration for
the index.

Varchar(20) –Numeric(including decimal
point)
Varchar(20) –Numeric(including decimal
point))
Varchar(20) –Numeric

Version 3.4

Varchar(53)Numeric(including
decimal point)
Varchar(53) –Numeric
Varchar(53) –Numeric )Varchar(20) –Numeric(including decimal
point))
Varchar(20) –Numeric(including decimal
point))

This value will only
be supported for
LaddeRite andBulletShares
IndexesThis value is not
currently supported
and will be
implemented in thenear future.
Blank for NOMX CR

This value will only
be supported for
LaddeRite, Ryan
and BulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
Indexes

Page 44Global Index Watch Web Services API Specification(including decimal
point)
Varchar(20) –Numeric(including decimal
point))

Index
Duration to
Worst

Weighted average duration to worst forindex.

Index
Effective
Duration

Weighted average effective duration forindex.

Varchar(20) –Numeric(including decimal
point))

Index
Convexity

Weighted average Convexity for the index.

Total Bonds
In Index
Previous
Total Bonds
In Index
Index Par
SharesSum of Bonds in Index.

Varchar(20) –Numeric(including
decimal point))
Varchar(53) –Numeric
Varchar(53) –Numeric

The total number of shares of bonds(excluding the US Treasury constituent)
within the index.

Varchar(20) –Numeric(including
decimal point))

Average
Index
Maturity

The average maturity of constituents
within the index, expressed in numericaldecimal format.

Varchar(20) –Numeric(including
decimal point))

Index Term
to Maturity

Market Value Weighted Years to Maturity(Effective Maturity).

Varchar(20) –Alphanumeric(including special
characters)

Industry
SectorTiered Industry Sector Classification.

Varchar(50) –Alphanumeric(including special
characters)

IndustryGroup

Tiered Industry Group Classification. In thecase of US Treasury Fixed Income indexes,
this value will always be “Federal”.

Varchar(50) –Alphanumeric(including special
characters)

No. ofConstituentsConstituents
Added
Constituents
RemovedAccumulated number of active Security
Constituents for the Index.
Number of constituents added sinceprevious day.
Number of constituents removed sinceprevious day.

Varchar(6) –Numeric
Varchar(6) –Numeric
Varchar(6) –Numeric

Version 3.4

Previous Sum of Bonds in Index.

This value will only
be supported for
Ladderite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
Ladderite, Ryan andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
IndexesThis value will only
be supported for
LaddeRite andBulletShares
Indexes

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Global Index Watch Web Services API Specification
Weight of ten
largestcomponents

Sum of index weights of the top ten
largest components (by index weight).

ISIN

ISIN for index. ISIN is an
unambiguous international identificationof assets in accordance with ISO
Standard 6166. ISIN stands forInternational Securities Identification
Number.
Index Rating

RatingVarchar (15) –Numeric(including decimal
point and special
character)
Varchar(12) –AlphanumericThis value will only
be supported for
Ladderite andBulletShares
Indexes
Blank for certain
Indexes

Varchar(50) –Alphanumeric(including special
characters)

This value will only
be supported for
LaddeRite andBulletShares
Indexes

8.2 Fixed Income Events Service:
This service will return to the client a stream representing the corporate action (event)information related to the specific fixed income index identified in the web query. This service
will also allow the client to enter a future date and if an advance event exists the stream will
include this data with the effective date populated.
Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Start Date - format yyyy-mm-dd• EndDate - format yyyy-mm-dd• Type – format provided as either pipe(|) or csv(,); default is pipe
Where XXXXXX = Index symbol and ZZZZ = clients preferred return of data stream (pipe or csv)
https://indexes.nasdaqomx.com/reports2/corpActionsPlus.ashx?IndexSymbol=XXXXXX&StartDa
te=YYYY-MM-DD&EndDate=YYYY-MM-DD&Type=ZZZZ
Optional Input Format to return changes since last request
By including an optional input, in place of the start and end dates, the client can receive a returnof just the changes since the last client update request (Delta Date).
• IndexSymbol – format uses the assigned instrument ID;• Delta Date – format mm/dd/yyyy hh:mm:ss (time represented as 24 hour input)• Type – format provided as either PIPE(|) or CSV(,); default is pipe

Where XXXXXX = Index symbol; mm/dd/yyyy hh:mm:ss = optional input of date and time of lastrecord (Delta Date) pull and ZZZZ = clients preferred return of data stream (pipe or csv);
https://indexes.nasdaqomx.com/reports2/corpActionsPlus.ashx?IndexSymbol=XXXXXX&StartDa
te=YYYY-MM-DD&EndDate=YYYY-MM-DD&Type=ZZZZHeaderVersion 3.4

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Global Index Watch Web Services API Specification
Data Field
Parameter

Description
Parameter of the query

Max Field Size / Attribution
Varchar (40) – Alphanumeric(including special characters)

Example: QQQQ2010-03-12_2010-03-30
Output Stream
Data Field
ID
Effective Date

Current Symbol
New Symbol
Current SEDOLNew SEDOL

Current Company Name
New Company Name
Current Index Shares

New Index Shares

ReasonVersion 3.4

Description
Assigned ID value in the Nasdaq GIW service
Date the corporate action will take effect andmay include a date later than the current
date.
The current identifier or ticker symbol of theindex security.
The new identifier or ticker symbol of theindex security.
The Stock Exchange Daily Official List number,a code used by the London Stock Exchange to
identify foreign stocks, indexes and shares.
Please Note: SEDOL information is fee liable
and is populated for those users entitled, by
LSE, to receive SEDOL information. It is theclient’s responsibility to have proper approval
from LSE prior to requesting SEDOL access.
The Stock Exchange Daily Official List number,a code used by the London Stock Exchange to
identify foreign stocks, indexes and shares.
Please Note: SEDOL information is fee liable
and is populated for those users entitled, by
LSE, to receive SEDOL information. It is theclient’s responsibility to have proper approval
from LSE prior to requesting SEDOL access.
The current name of the issuer of the index
security.
The new name of the issuer of the index
security.
This field represents the current number ofshares for an issue within a given index and isbased on the specific index’s Calculation
Method.
This field represents the new number ofshares for an issue within a given index and isbased on the specific index’s Calculation
Method.
This represents the reason for the corporate
action. Allowable values currently defined:
o Additiono Adjustmento Component Changeo Deletiono Divisor Changeo Index Newso Name Change

Max Field Length / Attribution
Varchar (9) - Numeric
Field Length (8) – Numericrepresented as (YYYYMMDD)
Varchar (18) - Alphanumeric(including special characters)
Varchar (18) - Alphanumeric(including special characters)
Varchar (12) - Alphanumeric

Varchar (12) - Alphanumeric

Varchar (50) - Alphanumeric(including special characters)
Varchar (50) - Alphanumeric(including special characters)
Varchar (53) - Numeric (including
decimal point)

Varchar (53) - Numeric (including
decimal point)

Variable

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Global Index Watch Web Services API Specification

Split Ratio
Comments
Last update date/time

Deleted Flago Name and Symbol Changeo Quarterlyo Share Changeo Special Corporate Actiono Stock Splito Stock Dividendo Symbol Changeo Update
Represents the split ratio to take place on
effective date
Free form space available for comment
This field represents the last time that therecord was updated.
This field represents if a record has been
deleted from previous files.

Variable – Alphanumericrepresented as (#:# 0r ##:#) 2:1
Variable
Varchar (18) - Alphanumericrepresented as (MM/dd/yyyy
HH:mm:ss)
Field Length (1) – Alphanumericallowable values:
Empty
consecutive delimiters(,, or ||)Deleted “D”

8.3 Fixed Income Index Level History Service:
This service will return to the client data representing the historical daily summary information
related to a specific fixed income indexes identified in the web query.
Input Format
The service takes in the following parameters:• IndexSymbol – format uses the assigned instrument ID;• Start Date - format yyyy-mm-dd• EndDate - format yyyy-mm-dd• Type – format provided as either PIPE(|) or CSV(,); default is pipe
• FileType – values are either ‘SOD’ (for start of day requests) or ‘EOD’ (for end of day
requests)
Where XXXXXX = Index symbol,ZZZZ = clients preferred return of data stream (pipe or csv) and
WWW= whether the request is Start of Day or End of Day. Example:
https://indexes.nasdaqomx.com/reports2/FIMAHistory.ashx?indexsymbol=XXXXXXX&startdate=
YYYY-MM-DD&enddate= YYYY-MM-DD &FileType=EOD
HeaderData Field
Parameter

File Type

Output Stream
Trade Date

Version 3.4

Description
Parameter of the query
Example: QQQQ2010-0312_2011-03-12|EOD
Indicates the report type
requested. Allowable values
are: ‘EOD’ – End of Day‘SOD’ – Start of Day

Max Field Size / Attribution
Varchar (40) – Alphanumeric(including special characters)

Date of the report.
YYYY-MM-DD (2011-0217)

Varchar (10) –Alphanumeric (including
special characters)

Notes

Varchar (3) – Alphanumeric

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Global Index Watch Web Services API Specification
Index Symbol
Index Name

Index Currency

Index Value

High

Low

DivisorIndex Market Value

Accrued Income

The identifier or ticker symbol
representing the index.
Index Name.

The currency in which theIndex Market Value is reported
using ISO 4217.
This field reflects the final
calculated value for a pricelevel index for the defined
trade date. Field will be blankfor SOD and PRO file types.
The highest calculated value
for an index during the
trading day. Note: Thisvalue will be 0 for Start ofDay requests.
The lowest calculated value for
an index during the tradingday. Note: This value will be 0
for Start of Day requests.
Divisor for the Index,
expressed in index basecurrency. The Divisor is anumber that is adjusted
periodically (due tocomponent changes andcorporate actions) to ensure
continuity of an index. Field
will be blank for SOD reports.
Index market value for thecurrent day. Field will be blankin SOD reports
Aggregate of accrued interest
across all index holdings.

Index Yield

Weighted average yield for theindex.

Index Weighted Avg
Price

Weighted average price ofindex components.

Index Coupon

Weighted average coupon for
the index.
Weighted average yield-tomaturity for index.

Index Yield toMaturity

Version 3.4

Varchar (18) – Alphanumeric(including special characters)
Varchar (100) –Alphanumeric(including special characters)
Varchar (3) – Alphanumeric

Varchar(53) – Numeric(including decimal point)

Varchar (53) – Numeric(including decimal point)

Varchar (53) – Numeric(including decimal point)

Varchar(53) – Numeric(including-decimal point)

Varchar(53) –Numeric

Varchar(53) – Numeric

Varchar(20) – Numeric(including decimal point andspecial characters)
Varchar(20) –Numeric(including decimal
point)
Varchar(20) –Numeric(including decimal point))
Varchar(20) – Numeric(including decimal point))

This value will only be
supported for LaddeRite
and BulletShares Indexes

This value is not
currently supported andwill be implemented in
the near future.
Blank for NOMX CR
This value will only be
supported for LaddeRite,
Ryan and BulletShares
Indexes

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Global Index Watch Web Services API Specification
Index Yield to Worst

Weighted average yield-toworst for index

Varchar(20) –Numeric(including decimal point)

Index Price Risk

Weighted average Price Riskfor the index.
Weighted average duration
value calculated as Macaulay's
duration for the index.

Varchar(20) – Numeric(including decimal point)
Varchar(20) –Numeric(including decimal point))

Index Mod.
Duration

Weighted average modified
duration value calculated as
Modified duration for theindex.

Varchar(20) – Numeric(including decimal point)

Index Duration to
Worst

Weighted average duration to
worst for index.

Varchar(20) –Numeric(including decimal point))

Index Effective
Duration

Weighted average effective
duration for index.

Varchar(20) –Numeric(including decimal point))

Index Convexity

Weighted average Convexity
for the index.

Total Bonds In Index
Index Par Shares

Sum of Bonds in Index.
The total number of shares ofbonds (excluding the US
Treasury constituent) within
the index.
The average maturity of
constituents within the index,
expressed in numericaldecimal format.
Market Value Weighted Years
to Maturity (Effective
Maturity).
Tiered Industry Sector
Classification.

Varchar(20) –Numeric(including decimal
point))
Varchar(53) – Numeric
Varchar(20) –Numeric(including decimal
point))

Index Duration

Average Index
Maturity

Index Term to
Maturity
Industry Sector

Industry GroupNo. of Constituents

Weight of ten
largest components
ISIN

Version 3.4

Tiered Industry GroupClassification. In the case of US
Treasury Fixed Income
indexes, this value will always
be “Federal”.
Accumulated number of active
Security Constituents for theIndex.
Sum of index weights of the
top ten largest components(by index weight).
ISIN for index. ISIN is an
unambiguous international
identification of assets inaccordance with ISO

Varchar(20) –Numeric(including decimal
point))
Varchar(20) – Alphanumeric(including special characters)
Varchar(50) – Alphanumeric(including special characters)
Varchar(50) – Alphanumeric(including special characters)

This value will only be
supported for LaddeRite
and BulletShares Indexes

This value will only be
supported for Ladderiteand BulletShares Indexes
This value will only be
supported for LaddeRite
and BulletShares Indexes

This value will only be
supported for LaddeRite
and BulletShares Indexes
This value will only be
supported for Ladderite,
Ryan and BulletShares
IndexesThis value will only be
supported for LaddeRite
and BulletShares Indexes
This value will only be
supported for LaddeRite
and BulletShares Indexes
This value will only be
supported for LaddeRite
and BulletShares Indexes

Varchar(6) – Numeric

Varchar (15) – Numeric(including decimal point andspecial character)
Varchar(12) – AlphanumericThis value will only be
supported for Ladderiteand BulletShares Indexes
Blank for certain Indexes

Page 50

Global Index Watch Web Services API Specification

Rating

9Standard 6166. ISIN stands forInternational Securities
Identification Number.
Index Rating

Varchar(50) – Alphanumeric(including special characters)

This value will only be
supported for LaddeRite
and BulletShares Indexes

Supporto

For inquiries regarding Nasdaq Index products, please contact Nasdaq Index Services.

Appendix A
Documentation Revision Control Log
April 13, 2009 – GIW WebService Version 0.10 (DRAFT)• Released initial product specification, in draft format, to a few developers for comment.
May 15, 2009 – GIW WebService Version 1.0 (Final)• Released initial product specification
March 2010 – GIW WebService Version 2.0• Revised Weightings and History Data Service to include Start of Day and End of Day files• Modified Authentication Protocol to conform with industry standards
April 2010 – GIW WebService Version 2.0• Revised format of Parameter field in History Data Service• Revised History Data Service to include Total Index Shares• Revised Corporate Actions Data Service to include the parameter of the query call
• Revised format of As Of field in Weightings Data Service
October 2010 – GIW WebService Version 2.1• Added enhanced version of Weightings and Corporate Actions web services: Weighting PLUS
and Corporate Actions PLUS
• Added new Fixed Income web services: Weighting, Events and History web services
February 2011 – GIW WebService Version 2.2• Added New Unified File Format for Weightings Data Service
October 2011 – GIW WebService Version 2.3• Added new U.S. Treasury Fixed Income web services: Weighting and History web services.
January 2012 - GIW WebService Version 2.3• Corrected date format throughout document from YYYYDDMM to YYYYMMDD whereappropriate.
March 2012 - GIW WebService Version 2.3a
• Modified document to reflect the retirement of Weightings and Weightings Plus services.
Version 3.4

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Global Index Watch Web Services API Specification•

Minor documentation change to reflect the correct byte size related to Index Family field in
UFF. This is not currently supported and will be implemented at a future date.
Index
FamilyPlease Note: This value is not currently supported and will be
implemented in the near future.

Varchar (56)

April 2012 - GIW WebService Version 2.4• Modified document to reflect the addition of a Unified File Format for Commodity based
indexes related to the weighting services.
June 2012 - GIW WebService Version 2.5• Modified document to reflect the affected retirement of the Weightings Plus service.
• Revised the retirement date for legacy weightings service to July 2012.
June 2012 - GIW WebService Version 2.6• Minor documentation change to reflect the correct definition for “Current Index Value”
within the document.
Current
Index
Value

This field reflects the final calculated value for an instrument
for the defined trade date. This value may be adjusted forcorporate actions from prior days.

Varchar (53) –Numeric (including
decimal point)

March 2013 - GIW WebService Version 3.0• Modified document throughout to reflect the currently supported services.
September 2013 - GIW WebService Version 3.0a
• Modified Section 3 Architecture.
November 2013 - GIW WebService Version 3.0b
• Modified Equity UFF to support ProForma files. Add ‘PRO’ as a type option.
October 2015
• Modified section 6 to include 6.2 Hedged Weighting and 6.5 Hedged History
April 2016 – GIW WebsService Version 3.0c
• Modified Equity 7.1 Fixed Income Weightings Data Service• Modified Equity 7.3 Fixed Income Index Level History Service
May 2019 – GIW WebsService Version 3.0d
• Added new field ICB Subsector Code to Equity-based indexes Weightings Service
April 2021 – GIW Web Services Version 3.1• Added section 7.4 - Corporate Actions Unified File Format (CAUFF) Data Service
June 2021 – GIW Web Services Version 3.2• Added the parameters, link, and clarification on timing on Section 7.4 – Corporate Actions
Unified File Format (CAUFF) Data Service• Clarified that the Corporate Actions Plus Data Service Comments field can include HTML or
plain text
Version 3.4

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Global Index Watch Web Services API Specification•

Added an important note: Clients should use Corporate Actions Unified File Format (CAUFF)
via GIW Web Services (API) or GIFFD (SFTP) in combination with corporate actions on the
GIW website or the Corporate Actions Plus data service to capture available corporate
actions data.

March 2023 – GIW Web Services Version 3.3• Updated the sample call code using CURL and Python code on the Architecture section• Updated timing for GIC-USFI• Removed the Commodities section after terminating the commodities index family
July 2023 – GIW Web Services Version 3.4• Added the new feature: Daily Pro Forma “DPRO” on the Equity Weightings section

Version 3.4

Page 53