CODEWITHSUNDEEP
pythonregex
Homunculus Reticulli
Homunculus Reticulli

Reputation: 68466

Regex pattern to match ticker symbol

I am trying to match ticker symbols that have the following format:

Part1: A market identifier code (MIC) which is used to specify exchange on which the securities are traded. The code is unique, includes four characters, and starts with X, followed by a three-digit code to signify the market, such as XNAS for the Nasdaq market.

Part1 is separated from Part2 by a colon.

Part2: A ticker code which has two parts: (a) The security code which is typically anything from 1 char (F for Ford), to 5 chars (VFIAX for the Vanguard 500 Index). Th (b) An optional part which can be further split into (i) Expiration date, 6 digits in the format yymmdd (ii) Option type, either P or C, for put or call (iii) Strike price, as the price x 1000, front padded with 0s to 8 digits

A gotcha that I need to handle is that when the optional part is present (sometimes) the security code is padded with spaces to 6 characters.

So I need to match the following valid tickers:

XLON:SBRY
XNAS:TSLA
XCME:SPX   141122P00019500
XNAS:AAPL200918C00032500

My regexfu is not great, and this is what I've managed to come up with so far:

^(X)(A-Z){3}(:)(\d|[A-Z]){1,6}\s

What is the correct regex that matches all of the above valid ticker symbols and matches the parts correctly?

Upvotes: 0

Views: 2316

Answers (1)

The fourth bird
The fourth bird

Reputation: 163457

You could get the matches using:

^X[A-Z]{3}:[A-Z]{1,5}(?:\s*\d{6}[PC]\d{8})?$

Regex demo

A bit more precise match for the month/day and the security code padded with spaces to 6 characters could be:

^X[A-Z]{3}:[A-Z]{1,5}(?: {0,6}\d{2}(?:0[1-9]|1[012])(?:0[1-9]|[12][0-9]|3[01])[PC]\d{8})?$

Explanation

  • ^ Start of string
  • X[A-Z]{3}: Match X, 3 chars A-Z and :
  • [A-Z]{1,5} Match 1-5 times A-Z
  • (?: Non capture group
    • {0,6}\d{2} Match 0-6 spaces and 2 digits
    • (?:0[1-9]|1[012]) Match a month part 01 - 12
    • (?:0[1-9]|[12][0-9]|3[01]) Match a day part 01 - 31
    • [PC]\d{8} Match P or C and 8 digits
  • )? Close group and make it optional
  • $ End of string

Regex demo

Upvotes: 2

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