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 | Technical Analysis Library - Category Guideline |  |
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| Category Guideline3.0 Categories lookup by examples 4.0 List of Suggested Category
1.0 IntroductionMost of the data sources are using their own scheme to classify the securities. To make your application code unaffected by the particularities of one data source or another, the TA-LIB organization is attempting to define an easy classification method. If the guideline are well followed, someone may change from one data source to another without having to make changes to their software for accessing the same data. It would be interesting to switch to an unambiguous centralized classification, like the CUSIP numbers. Sadly, this kind of database are copyrighted and fee based. For TA-LIB, the classification of the securities is done by two strings: the Category and the Symbol. The Symbol string is the "friendly" ticker symbol largely used in newspaper and web sites. Like MSFT for Microsoft etc... as you may already know, using only the Symbol is not sufficient, so an additional Category string attempts to unambiguously identify a group of securities where it is sure that the Symbol is unique. There is up to 3 components forming a Category: The country of the exchange, the exchange and the type of securities. Examples: US.NASDAQ.FUND, CA.TSE.STOCK For the purpose of lookup and simplicity, it is not always necessary to specify the 3 components of the Category. Any component can be replaced by a wildcards "*" or being left unspecified. Their order is always the same though. Example: "US.*.STOCK" can be used if you do not know to which exchange the symbol IBM belongs to. Of course, you are open to ambiguous results if the symbol IBM is listed in many exchanges. These wildcards are mainly useful for lookup functions, allowing you afterward to narrow down to the specific security you wish to access. Using wildcards with functions expecting a specific security (like TA_HistoryAlloc to get the historical data), will return some data, but may be not of the right expected country, exchange or security type. Side Note: Some people may be surprise to learn that some symbols are not listed only in one country! Example: Nortel Networks is listed both in the TSE (Toronto Stock Exchange) and the NYSE (New York Stock Exchange). So beware of vague category like "*.*.STOCK" You may want to follow as well the Symbol Guideline. Anyone can freely re-use this guideline without any obligation towards TA-LIB.ORG
2.0 Securities TypeThe third component of the category allows to classify the security by type.
Like the rest of the category, this identifier is case insensitive.
3.0 Categories lookup by examplesHere is a list of examples of category:
4.0 List of Suggested CategoryTA-Lib.org is maintaining a list of suggested category. This data is maintained in HTML and Excel format. Hyperlinks to the exchange's web sites are also included. Feel free to integrate this information into your own software even if you are not using TA-Lib. Contact support@ta-lib.org for addition or modification to the list.
5.0 Country abbreviationCountries are uniquely identified using two alphabetic letter. Example: US ==> United States TA-Lib.org has obtain permission by ISO to base its guideline part on the ISO3166-1 alpha-2 standard. TA-Lib.org does not determine which country should or should not be on that list. Within TA-Lib, a particular exception to the standard is that "UK" is used instead of "GB" to designate United Kingdom. |
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