edmcouncil / fibo

The Financial Industry Business Ontology (FIBO) defines the sets of things that are of interest in financial business applications and the ways that those things can relate to one another. In this way, FIBO can give meaning to any data (e.g., spreadsheets, relational databases, XML documents) that describe the business of finance.
https://spec.edmcouncil.org/fibo/
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SEC-97 - Regulatory related missing properties of exchange specific stock #2030

Closed ElisaKendall closed 2 months ago

ElisaKendall commented 3 months ago

These include:

EU Short Selling Eligibility Flag - This field indicates whether the security has been marked restricted for short selling by the EU Short Sell Regulation.

MiFID Available Shares - This field identifies the number of shares admitted to trading on a MiFID Regulated Market.

MiFID Free Float Shares - This field contains the amount of shares are freely available to the investing public.

MiFID Free Float to Shares – If there is an upper limit to the MiFID Free Float Shares this field contains that limit.

MiFID Liquid Shares - This field identifies the number of liquid shares. Based on MiFID, shares are classified as 'liquid' based on their average amount of transactions and average daily turnover.

There are additional details mentioned in the attachment to Jira issue SEC-97 as well that should be covered. These should be defined in an EUSecuritiesRestrictions ontology, similar to what was done for the US via SEC-113 / pull request #2020