Security Master


Security master includes several time-series tables to store asset descriptions, market symbols, and more importantly the linking security identifier (QUID) generated algorithmically by Qualis.

Our proprietary matching algorithm is trained to best suit your needs and typically assigns QUIDs at share-class level. Since data vendors use more than one asset identifier to represent the same security over time, it is not unusual to have many assets from a vendor carry the same QUID. Similarly, a given vendor asset can also change QUID over time.

There are two forms of the linking identifier:

QUID Quant Identifier (custom format, alpha-numeric)
QUIN Numeric representation of QUID, useful for analytical tools that require an integer identifier

Both may be used interchangeably. For broadest compatibly across analytical tools, we recommend QUIN.

Key Tables

tSecurity List of assets from all vendors and their basic attributes (time-series)
tSecurityMap Asset to market symbols map (cross-tab, time-series)

Key APIs


Key Models

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