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Index in ESG data model

Base entity from which all Industry Data Model entities are derived.

Traits

Traits for this entity are listed here.

is.CDM.entityVersion

ParameterValueData typeExplanation
versionNumber"4.3"stringsemantic version number of the entity

is.localized.describedAs
Holds the list of language specific descriptive text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enBase entity from which all Industry Data Model entities are derived.
enAn index is a 'basket' of securities or financial products with an associated calculated value that is used to judge the performance or relative performance of those included financial products relative to a market, relative index or similar benchmark.

There are a wide number of indexes with different purposes provided by various data providers.

Example:

Provider: Standard & Poor's

  • S&P 500
  • S&P 400
  • S&P 600
  • S&P 1500
  • S&P/ASX 200
  • S&P/TSX Composite Index
  • S&P Global 1200
  • S&P Custom Group of indices

Provider: Russell Investments

  • Russell 1000 Index
  • Russell 2000 Index
  • Russell 3000 Index
  • Russell Midcap Index
  • Russell Microcap Index
  • Russell Global Index
  • Russell Developed Index
  • Russell Europe Index
  • Russell Asia Pacific Index
  • Russell Emerging Markets Index

Provider: Morgan Stanley Capital International

  • MSCI World Index
  • MSCI EAFE Index

Provider: Reuters

  • Reuters-CRB Commodities Index

Provider: Markit

  • ABX
  • CDX / iTraxx
  • CMBX

Additional indexes by Country include: Example: Australia All Ordinaries Austria ATX Belgium BEL-20 Brazil Bovespa Canada S&P TSX Composite Canada Toronto S&P 60 Chile IPSA China Shanghai Composite Czech Republic PC50 Denmark KFX France CAC 40 Germany DAX India BSE 30 Indonesia Jakarta Composite Italy MIBTel United States COFI Japan Nikkei 225 Malaysia KLSE Composite Mexico IPC Netherlands AEX General New Zealand NZSE 50 Norway OSE All Share Pakistan Karachi 100 Philippines PSE Composite Russia MTMS Singapore Straits Times Slovakia SAX South Korea Seoul Composite Spain Madrid General Sri Lanka All Share Sweden SXAXPI Switzerland Swiss Market Taiwan Taiwan Weighted Thailand SET TÜrkiye ISE National-100 UK LIBOR United Kingdom FTSE 100 United States Prime Rate United States Dow Jones Industrial Average United States Dow Jones Transportation Average United States Dow Jones Utility Average United States Russel 2000 United States S&P 500 United States Standard & Poor's 100 United States Standard & Poor's 500 United States Value Line Composite Index United States Wilshire 5000 United States Consumer Price Index

entitya reference to the constant entity holding the list of localized text

minimumObjectModelVersion
Minimum version of the object model required to fully understand the data schema used.

ParameterValueData typeExplanation
versionNumber"1.2.3"string

is.IDM.modelVersion
Semantic version number of the IDM.

ParameterValueData typeExplanation
versionNumber"1.6.0"string

has.schemaObjectIdentifier
The schema object has an identifier, which is a string, specified as the parameter of the trait. It allows writers to define other identification values.

ParameterValueData typeExplanation
identifier"{94C5F9F8-16B4-4D89-B569-0B330C78CDB7}"stringThe identifier for the schema object. There's no uniqueness guarantee enforced by CDM. It's a contract between reader and writer of the schema.

is.nativeTo.businessArea
The name of the business area from which the entity originates.

ParameterValueData typeExplanation
name"Financial Product"string

is.localized.displayedAs
Holds the list of language specific display text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enIndex
entitya reference to the constant entity holding the list of localized text

has.entitySchemaAbstractionLevel
A level of abstraction assigned to an Entity schema. Logical schema descriptions use complex dataTypes, inheritance, and entities as attributes. Resolved descriptions contain none of those things, only final trait and attribute sets are shown. A composition schema manipulates, guides or restates parts of logical schemas to produce one resolved schema.

ParameterValueData typeExplanation
level"resolved"stringPossible values: logical, composition, resolved

Attributes

Name Description First Included in Instance
IndexId The unique identifier of an Index. Index
IndexName The name of an Index. Index
IndexDescription The description of an Index. Index
IndexCalculationMethodStatement A statement detailing the method by which the index is calculated. Index
IndexProviderPartyId The unique identifier of a Party. Index

IndexId

The unique identifier of an Index.
First included in: Index (this entity)

Properties

NameValue
displayNameIndex ID
descriptionThe unique identifier of an Index.
isPrimaryKeytrue
dataFormatint64

Traits

List of traits for the IndexId attribute are listed here.

is.dataFormat.integer
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.

is.identifiedBy
Names a specific identity attribute to use with an entity.

ParameterValueData typeExplanation
attributeIndex/(resolvedAttributes)/IndexIdattribute

is.linkedEntity.identifier
Marks the attribute(s) that hold foreign key references to a linked (used as an attribute) entity. This attribute is added to the resolved entity to enumerate the referenced entities.

ParameterValueData typeExplanation
entityReferences
entityReferenceattributeReference
EnergyTradingProduct.cdm.json/EnergyTradingProductProductId
entitya reference to the constant entity holding the list of entity references

is.localized.displayedAs
Holds the list of language specific display text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enIndex ID
entitya reference to the constant entity holding the list of localized text

is.localized.describedAs
Holds the list of language specific descriptive text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enThe unique identifier of an Index.
entitya reference to the constant entity holding the list of localized text

has.schemaObjectIdentifier
The schema object has an identifier, which is a string, specified as the parameter of the trait. It allows writers to define other identification values.

ParameterValueData typeExplanation
identifier"{D116282A-3C88-4102-89D9-138B53317D97}"stringThe identifier for the schema object. There's no uniqueness guarantee enforced by CDM. It's a contract between reader and writer of the schema.

is.dataFormat.integer
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.

IndexName

The name of an Index.
First included in: Index (this entity)

Properties

NameValue
displayNameIndex Name
descriptionThe name of an Index.
dataFormatstring
maximumLength256
isNullabletrue

Traits

List of traits for the IndexName attribute are listed here.

is.dataFormat.character
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.

is.dataFormat.array
Indicates a contiguous sequence of fundamental units that should be taken as a whole and considered one value. Array of Character is a String. Array of Byte is a Binary Object.

has.schemaObjectIdentifier
The schema object has an identifier, which is a string, specified as the parameter of the trait. It allows writers to define other identification values.

ParameterValueData typeExplanation
identifier"{510D8FD7-BB86-4A09-B547-BE8B367C5D17}"stringThe identifier for the schema object. There's no uniqueness guarantee enforced by CDM. It's a contract between reader and writer of the schema.

is.nullable
The attribute value can be set to NULL.

is.localized.displayedAs
Holds the list of language specific display text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enIndex Name
entitya reference to the constant entity holding the list of localized text

is.localized.describedAs
Holds the list of language specific descriptive text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enThe name of an Index.
entitya reference to the constant entity holding the list of localized text

is.constrained
Maximum length or value constraints.

ParameterValueData typeExplanation
maximumLength"256"integer

is.dataFormat.character
is.dataFormat.array
Indicates a contiguous sequence of fundamental units that should be taken as a whole and considered one value. Array of Character is a String. Array of Byte is a Binary Object.

IndexDescription

The description of an Index.
First included in: Index (this entity)

Properties

NameValue
displayNameIndex Description
descriptionThe description of an Index.
dataFormatstring
maximumLength2048
isNullabletrue

Traits

List of traits for the IndexDescription attribute are listed here.

is.dataFormat.character
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.

is.dataFormat.array
Indicates a contiguous sequence of fundamental units that should be taken as a whole and considered one value. Array of Character is a String. Array of Byte is a Binary Object.

has.schemaObjectIdentifier
The schema object has an identifier, which is a string, specified as the parameter of the trait. It allows writers to define other identification values.

ParameterValueData typeExplanation
identifier"{60853FAB-6C33-4737-B996-877ADF1E47DD}"stringThe identifier for the schema object. There's no uniqueness guarantee enforced by CDM. It's a contract between reader and writer of the schema.

is.nullable
The attribute value can be set to NULL.

is.localized.displayedAs
Holds the list of language specific display text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enIndex Description
entitya reference to the constant entity holding the list of localized text

is.localized.describedAs
Holds the list of language specific descriptive text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enThe description of an Index.
entitya reference to the constant entity holding the list of localized text

is.constrained
Maximum length or value constraints.

ParameterValueData typeExplanation
maximumLength"2048"integer

is.dataFormat.character
is.dataFormat.array
Indicates a contiguous sequence of fundamental units that should be taken as a whole and considered one value. Array of Character is a String. Array of Byte is a Binary Object.

IndexCalculationMethodStatement

A statement detailing the method by which the index is calculated.
First included in: Index (this entity)

Properties

NameValue
displayNameIndex Calculation Method Statement
descriptionA statement detailing the method by which the index is calculated.
dataFormatstring
maximumLength2048
isNullabletrue

Traits

List of traits for the IndexCalculationMethodStatement attribute are listed here.

is.dataFormat.character
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.

is.dataFormat.array
Indicates a contiguous sequence of fundamental units that should be taken as a whole and considered one value. Array of Character is a String. Array of Byte is a Binary Object.

has.schemaObjectIdentifier
The schema object has an identifier, which is a string, specified as the parameter of the trait. It allows writers to define other identification values.

ParameterValueData typeExplanation
identifier"{53751C3A-C24A-47C6-A68A-1AAF01427BE2}"stringThe identifier for the schema object. There's no uniqueness guarantee enforced by CDM. It's a contract between reader and writer of the schema.

is.nullable
The attribute value can be set to NULL.

is.localized.displayedAs
Holds the list of language specific display text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enIndex Calculation Method Statement
entitya reference to the constant entity holding the list of localized text

is.localized.describedAs
Holds the list of language specific descriptive text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enA statement detailing the method by which the index is calculated.
entitya reference to the constant entity holding the list of localized text

is.constrained
Maximum length or value constraints.

ParameterValueData typeExplanation
maximumLength"2048"integer

is.dataFormat.character
is.dataFormat.array
Indicates a contiguous sequence of fundamental units that should be taken as a whole and considered one value. Array of Character is a String. Array of Byte is a Binary Object.

IndexProviderPartyId

The unique identifier of a Party.
First included in: Index (this entity)

Properties

NameValue
displayNameIndex Provider Party ID
descriptionThe unique identifier of a Party.
dataFormatint64
isNullabletrue

Traits

List of traits for the IndexProviderPartyId attribute are listed here.

is.dataFormat.integer
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.

is.nullable
The attribute value can be set to NULL.

is.localized.displayedAs
Holds the list of language specific display text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enIndex Provider Party ID
entitya reference to the constant entity holding the list of localized text

is.localized.describedAs
Holds the list of language specific descriptive text for an object.

ParameterValueData typeExplanation
localizedDisplayText
languageTagdisplayText
enThe unique identifier of a Party.
entitya reference to the constant entity holding the list of localized text

is.linkedEntity.identifier
Marks the attribute(s) that hold foreign key references to a linked (used as an attribute) entity. This attribute is added to the resolved entity to enumerate the referenced entities.

ParameterValueData typeExplanation
entityReferences
entityReferenceattributeReference
Party.cdm.json/PartyPartyId
entitya reference to the constant entity holding the list of entity references

has.schemaObjectIdentifier
The schema object has an identifier, which is a string, specified as the parameter of the trait. It allows writers to define other identification values.

ParameterValueData typeExplanation
identifier"{5F85A0B5-1C76-4A3C-8532-FFC94D69BAC5}"stringThe identifier for the schema object. There's no uniqueness guarantee enforced by CDM. It's a contract between reader and writer of the schema.

is.dataFormat.integer
is.dataFormat.big
Indicates an atomic but multi-unit version of a fundamental type such as a multi byte encoded character, a double precision float, a long integer.