What is the FinBas Derivatives dataset?

May 14, 2019

The FinBas Derivatives dataset contains the record of the derivative financial instruments exchanged in the Nordics market from the year 2000 until today: the dataset is automatically updated every night.

The ouput consist of a CSV file containing the following fields:

  • isin_code
    • the 12 characters international identifier for the instrument
  • ticker
    • the ticker symbol of the instrument
  • market
    • the market where the instrument was exchanged. Its values are:
      • OSE : Oslo Stock Exchange
      • CSE : Copenhagen Stock Exchange
      • SSE : Stockholm Stock Exchange
      • NGM : Nordic Growth Market
      • OMXNO: Nasdaq Norwegian shares
      • OM : Nasdaq Stock options
  • currency
    • the currency by which the instrument was exchanged. Its values are:
      • DKK: Danish Krone
      • NOK: Norwegian Krone
      • SEK: Swedish Krone
  • underlying_security_ticker
    • the ticker symbol of the instrument underlying the derivative instrument
  • underlying_security_origin
    • the origin of the instrument underlying the derivative instrument. Its values are:
      • NO: Norway
      • DE: Germany
      • FI: Finland
      • HK: Hong Kong
      • NQ: Nasdaq (US)
      • DK: Denmark
      • SE: Sweden
      • UK: United Kingdom
      • US: United States
      • ON: Norwegian stock on SSE
      • GM: Global Market
      • EU: Europe
      • AT: Austria
      • NM: Nordic Market
  • strike_price
    • the price at which the derivative instrument can be exercised. Its value is to be interpreted together with the currency field.
  • round_lot
    •  the standardized number of units in which the financial instrument was traded.
  • issue_date
    • the day the instrument was issued the first time. Its values are exressed in the year-month-day format.
  • expiration_date
    • the last day that the derivative instrument is valid. Its values are exressed in the year-month-day format.
  • instrument_type
    • the type of derivative. Its values are:
      • OPT: Option
      • WAR: Warrant
      • MSC: Miscellaneous
  • issuer_name
    • the name of the entity that issued the derivative instrument.