Maintaining Dated Cross-References for Financial Instrument Identifiers

Summary

The document addresses how to map financial instruments across identifiers used by data vendors and standards, including provider codes and ISINs. The answer points to commercial reference-data sources as possible ways to obtain mappings, while noting that firms commonly maintain their own cross-reference tables. Such tables can include codes from multiple market-data providers, making them useful for reconciling instruments across systems.

A key data-management detail is that identifier associations need effective start and end dates. The answer notes that identifiers such as CUSIPs, and consequently ISINs, may be reused, so an undated mapping can associate a code with the wrong instrument over time. The document gives a practical warning about reference-data design, but it does not compare vendors, describe a standard schema, or provide a process for resolving conflicting mappings. It is most useful as a reminder to treat identifier links as time-dependent records rather than permanent one-to-one lookups.

Key ideas

• Cross-reference tables can map instrument identifiers across data providers and standards.
• Firms may maintain their own mappings, including vendor-specific market data codes.
• Identifier associations should include effective start and end dates.
• Code reuse can make an undated mapping ambiguous or historically incorrect.
• The document flags a data-management requirement but does not specify a schema or vendor comparison.

Tags

# Financial instrument code crossreference


# Financial instrument code crossreference












Is there some source to have a XREF of various instruments codes as used by different providers ( IE Reuters Bloomberg others ) as well as ISIN, are there some sources/strategies already in place?

## Answer by kurtosis (score 1, accepted)

https://quant.stackexchange.com/a/57262

You could use the database at ISIN.com of as part of Refinitiv's reference data (if you were purchasing that).

However, every firm I have worked at generally downloads that data or keeps their own cross-reference table -- since they also included market data codes (e.g. RIC, Bloomberg ID, FactSet Exchange Symbol) in the table. Note that the cross-reference has to have a start and end date for these associations since CUSIPs (and hence ISINs) may be reused.

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.