Stock symbology for non standard security categorizations - SpiderRock/SRDataFeed GitHub Wiki

For stock suffix symbology of special security categorization of NYSE listed and Regional listed securities (not NASDAQ listed securities), we convert the CQS suffix to a CMS suffix with a “.” between symbol and suffix.     See list of these categorizations: https://www.nasdaqtrader.com/trader.aspx?id=CQSsymbolconvention

So, for example for stock DB, a stock rights security of “DBr” is converted to “DB.RT”

Also, ignore any symbol on our stock feed starting with "_". For example, "_BMY1". For options that have multiple deliverables, SpiderRock creates a synthetic underlying prefaced with the underscore. BMY1 options are actively trading and each contract contains two underlying components: 100 shares of BMY + 100 shares of BMY.RT + $50. Since there are two underlying components, we combine them into the synthetic underlying, _BMY1. These can be ignored as they are not generated by an exchange.