A ticker is not an identity

Описание и применение

Система торговли, использующая тикеры Yahoo и брокерские идентификаторы, была исправлена путем проверки совпадения названий компаний, расширения списка суффиксов и хранения валюты по тикеру, чтобы избежать неверных сделок.

Задача

Two trading APIs used the same four‑letter ticker to refer to different companies, causing an unintended trade and potential loss.

Результат

The system now avoids trading misidentified securities, correctly handles multi‑exchange suffixes, and accurately applies currency for position sizing, eliminating the risk of unintended trades.

Рабочий процесс

• 1. Retrieve Yahoo ticker and company name from screener.
• 2. Generate candidate broker tickers by appending known suffixes.
• 3. For each candidate, fetch broker company name via instrument lookup.
• 4. Compare fuzzy token sets of Yahoo and broker names; if they match, accept ticker; otherwise refuse.
• 5. Store the ticker’s currency from broker data for downstream calculations.
• 6. Use the validated ticker for order placement.
• 7. Log any refusals for audit.
• 8. Periodically refresh broker instrument list and currency mapping.

Доказательства

A symbol is a display label, not a primary key.

Источник

The broker’s London listings all end in the same suffix, l_EQ. Here is what that single suffix actually contains, counted from my own instrument book this morning:

Источник