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Move exchange MIC codes to config/exchanges.yml (#708)
* Move exchange MIC code mappings to `exchanges.yml` for better maintainability. * fix: Use YAML.safe_load_file for exchange config Addresses CodeRabbit security concern - YAML.load_file can deserialize arbitrary Ruby objects. safe_load_file restricts to basic types only. --------- Co-authored-by: luckyPipewrench <luckypipewrench@proton.me>
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LPW
@@ -3,129 +3,8 @@ class Security < ApplicationRecord
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# ISO 10383 MIC codes mapped to user-friendly exchange names
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# Source: https://www.iso20022.org/market-identifier-codes
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EXCHANGE_NAMES = {
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# United States - NASDAQ family (Operating MIC: XNAS)
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"XNAS" => "NASDAQ",
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"XNGS" => "NASDAQ", # Global Select Market
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"XNMS" => "NASDAQ", # Global Market
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"XNCM" => "NASDAQ", # Capital Market
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"XBOS" => "NASDAQ BX",
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"XPSX" => "NASDAQ PSX",
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"XNDQ" => "NASDAQ Options",
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# United States - NYSE family (Operating MIC: XNYS)
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"XNYS" => "NYSE",
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"ARCX" => "NYSE Arca",
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"XASE" => "NYSE American", # Formerly AMEX
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"XCHI" => "NYSE Chicago",
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"XCIS" => "NYSE National",
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"AMXO" => "NYSE American Options",
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"ARCO" => "NYSE Arca Options",
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# United States - OTC Markets (Operating MIC: OTCM)
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"OTCM" => "OTC Markets",
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"PINX" => "OTC Pink",
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"OTCQ" => "OTCQX",
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"OTCB" => "OTCQB",
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"PSGM" => "OTC Grey",
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# United States - Other
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"XCBO" => "CBOE",
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"XCME" => "CME",
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"XCBT" => "CBOT",
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"XNYM" => "NYMEX",
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"BATS" => "CBOE BZX",
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"EDGX" => "CBOE EDGX",
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"IEXG" => "IEX",
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"MEMX" => "MEMX",
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# United Kingdom
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"XLON" => "London Stock Exchange",
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"XLME" => "London Metal Exchange",
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# Germany
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"XETR" => "Xetra",
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"XFRA" => "Frankfurt",
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"XSTU" => "Stuttgart",
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"XMUN" => "Munich",
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"XBER" => "Berlin",
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"XHAM" => "Hamburg",
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"XDUS" => "Düsseldorf",
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"XHAN" => "Hannover",
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# Euronext
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"XPAR" => "Euronext Paris",
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"XAMS" => "Euronext Amsterdam",
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"XBRU" => "Euronext Brussels",
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"XLIS" => "Euronext Lisbon",
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"XDUB" => "Euronext Dublin",
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"XOSL" => "Euronext Oslo",
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"XMIL" => "Euronext Milan",
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# Other Europe
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"XSWX" => "SIX Swiss",
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"XVTX" => "SIX Swiss",
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"XMAD" => "BME Madrid",
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"XWBO" => "Vienna",
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"XCSE" => "Copenhagen",
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"XHEL" => "Helsinki",
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"XSTO" => "Stockholm",
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"XICE" => "Iceland",
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"XPRA" => "Prague",
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"XWAR" => "Warsaw",
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"XATH" => "Athens",
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"XIST" => "Istanbul",
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# Canada
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"XTSE" => "Toronto",
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"XTSX" => "TSX Venture",
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"XCNQ" => "CSE",
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"NEOE" => "NEO",
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# Australia & New Zealand
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"XASX" => "ASX",
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"XNZE" => "NZX",
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# Asia - Japan
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"XTKS" => "Tokyo",
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"XJPX" => "Japan Exchange",
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"XOSE" => "Osaka",
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"XNGO" => "Nagoya",
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"XSAP" => "Sapporo",
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"XFKA" => "Fukuoka",
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# Asia - China
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"XSHG" => "Shanghai",
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"XSHE" => "Shenzhen",
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"XHKG" => "Hong Kong",
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# Asia - Other
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"XKRX" => "Korea Exchange",
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"XKOS" => "KOSDAQ",
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"XTAI" => "Taiwan",
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"XSES" => "Singapore",
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"XBKK" => "Thailand",
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"XIDX" => "Indonesia",
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"XKLS" => "Malaysia",
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"XPHS" => "Philippines",
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"XBOM" => "BSE India",
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"XNSE" => "NSE India",
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# Latin America
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"XMEX" => "Mexico",
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"XBUE" => "Buenos Aires",
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"XBOG" => "Colombia",
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"XSGO" => "Santiago",
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"BVMF" => "B3 Brazil",
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"XLIM" => "Lima",
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# Middle East & Africa
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"XTAE" => "Tel Aviv",
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"XDFM" => "Dubai",
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"XADS" => "Abu Dhabi",
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"XSAU" => "Saudi (Tadawul)",
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"XJSE" => "Johannesburg"
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}.freeze
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# Data stored in config/exchanges.yml
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EXCHANGES = YAML.safe_load_file(Rails.root.join("config", "exchanges.yml")).freeze
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before_validation :upcase_symbols
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@@ -140,7 +19,7 @@ class Security < ApplicationRecord
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# Returns user-friendly exchange name for a MIC code
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def self.exchange_name_for(mic)
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return nil if mic.blank?
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EXCHANGE_NAMES[mic.upcase] || mic.upcase
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EXCHANGES.dig(mic.upcase, "name") || mic.upcase
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end
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def exchange_name
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313
config/exchanges.yml
Normal file
313
config/exchanges.yml
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@@ -0,0 +1,313 @@
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# ISO 10383 MIC codes mapped to user-friendly exchange names
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# Source: https://www.iso20022.org/market-identifier-codes
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#
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# Format:
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# MIC_CODE:
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# name: Display Name
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# country: ISO 3166-1 alpha-2 country code (optional, for future use)
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# United States - NASDAQ family (Operating MIC: XNAS)
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XNAS:
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name: NASDAQ
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country: US
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XNGS:
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name: NASDAQ
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country: US
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XNMS:
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name: NASDAQ
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country: US
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XNCM:
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name: NASDAQ
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country: US
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XBOS:
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name: NASDAQ BX
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country: US
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XPSX:
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name: NASDAQ PSX
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country: US
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XNDQ:
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name: NASDAQ Options
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country: US
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# United States - NYSE family (Operating MIC: XNYS)
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XNYS:
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name: NYSE
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country: US
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ARCX:
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name: NYSE Arca
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country: US
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XASE:
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name: NYSE American
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country: US
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XCHI:
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name: NYSE Chicago
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country: US
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XCIS:
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name: NYSE National
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country: US
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AMXO:
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name: NYSE American Options
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country: US
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ARCO:
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name: NYSE Arca Options
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country: US
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# United States - OTC Markets (Operating MIC: OTCM)
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OTCM:
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name: OTC Markets
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country: US
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PINX:
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name: OTC Pink
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country: US
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OTCQ:
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name: OTCQX
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country: US
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OTCB:
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name: OTCQB
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country: US
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PSGM:
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name: OTC Grey
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country: US
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# United States - Other
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XCBO:
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name: CBOE
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country: US
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XCME:
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name: CME
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country: US
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XCBT:
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name: CBOT
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country: US
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XNYM:
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name: NYMEX
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country: US
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BATS:
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name: CBOE BZX
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country: US
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EDGX:
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name: CBOE EDGX
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country: US
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IEXG:
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name: IEX
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country: US
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MEMX:
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name: MEMX
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country: US
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# United Kingdom
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XLON:
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name: London Stock Exchange
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country: GB
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XLME:
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name: London Metal Exchange
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country: GB
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# Germany
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XETR:
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name: Xetra
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country: DE
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XFRA:
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name: Frankfurt
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country: DE
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XSTU:
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name: Stuttgart
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country: DE
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XMUN:
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name: Munich
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country: DE
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XBER:
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name: Berlin
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country: DE
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XHAM:
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name: Hamburg
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country: DE
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XDUS:
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name: Düsseldorf
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country: DE
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XHAN:
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name: Hannover
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country: DE
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# Euronext
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XPAR:
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name: Euronext Paris
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country: FR
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XAMS:
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name: Euronext Amsterdam
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country: NL
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XBRU:
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name: Euronext Brussels
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country: BE
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XLIS:
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name: Euronext Lisbon
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country: PT
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XDUB:
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name: Euronext Dublin
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country: IE
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XOSL:
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name: Euronext Oslo
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country: "NO"
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XMIL:
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name: Euronext Milan
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country: IT
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# Other Europe
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XSWX:
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name: SIX Swiss
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country: CH
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XVTX:
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name: SIX Swiss
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country: CH
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XMAD:
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name: BME Madrid
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country: ES
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XWBO:
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name: Vienna
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country: AT
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XCSE:
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name: Copenhagen
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country: DK
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XHEL:
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name: Helsinki
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country: FI
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XSTO:
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name: Stockholm
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country: SE
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XICE:
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name: Iceland
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country: IS
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XPRA:
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name: Prague
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country: CZ
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XWAR:
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name: Warsaw
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country: PL
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XATH:
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name: Athens
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country: GR
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XIST:
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name: Istanbul
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country: TR
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# Canada
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XTSE:
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name: Toronto
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country: CA
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XTSX:
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name: TSX Venture
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country: CA
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XCNQ:
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name: CSE
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country: CA
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NEOE:
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name: NEO
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country: CA
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# Australia & New Zealand
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XASX:
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name: ASX
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country: AU
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XNZE:
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name: NZX
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country: NZ
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# Asia - Japan
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XTKS:
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name: Tokyo
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country: JP
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XJPX:
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name: Japan Exchange
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country: JP
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XOSE:
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name: Osaka
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country: JP
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XNGO:
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name: Nagoya
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country: JP
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XSAP:
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name: Sapporo
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country: JP
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XFKA:
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name: Fukuoka
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country: JP
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# Asia - China
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XSHG:
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name: Shanghai
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country: CN
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XSHE:
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name: Shenzhen
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country: CN
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XHKG:
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name: Hong Kong
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country: HK
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# Asia - Other
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XKRX:
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name: Korea Exchange
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country: KR
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XKOS:
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name: KOSDAQ
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country: KR
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XTAI:
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name: Taiwan
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country: TW
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XSES:
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name: Singapore
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country: SG
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XBKK:
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name: Thailand
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country: TH
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XIDX:
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name: Indonesia
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country: ID
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XKLS:
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name: Malaysia
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country: MY
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XPHS:
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name: Philippines
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country: PH
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XBOM:
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name: BSE India
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country: IN
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XNSE:
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name: NSE India
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country: IN
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# Latin America
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XMEX:
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name: Mexico
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country: MX
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XBUE:
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name: Buenos Aires
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country: AR
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XBOG:
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name: Colombia
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country: CO
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XSGO:
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name: Santiago
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country: CL
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BVMF:
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name: B3 Brazil
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country: BR
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XLIM:
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name: Lima
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country: PE
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# Middle East & Africa
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XTAE:
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name: Tel Aviv
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country: IL
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XDFM:
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name: Dubai
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country: AE
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XADS:
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name: Abu Dhabi
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country: AE
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XSAU:
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name: Saudi (Tadawul)
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country: SA
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XJSE:
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name: Johannesburg
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country: ZA
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