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Web service is an application for consulting the databases of the National Numbering Agency that is activated by calling a specific URL. In the call the underlying ISIN code and the expiry date of the derivatives whose characteristics you want to know are passed as query parameters, obtaining information on all the derivative contracts on that underlying for the expiry date introduced.

The url to be used is:

http://www.cnmv.es/webservices/isinderivado/ISINDerivado.asmx/ISINDerivado?&isinSubyacente=XXXXXXX&fechaVencimiento=MMAAAA

Where XXXXXXX is the ISIN of the underlying and MMAAAA the maturity date, being MM the digits for the month and AAAA for the year. See the section underlying assets of our website to know their ISIN codes.

The response returned is an XML file with all the derivative contracts matching the query made and the following data structure for each derivative contract:

Characteristic Label
Exchange contract code <CodigoContrato>
ISIN <ISIN>
Denomination <Denominacion>
Expiration date <FechaVencimiento>
Underlying denomination <DenominacionSubyacente>
Currency <Moneda>
CFI code <CFI>
Option type (only options) <TipoOpcion>
Strike price (only options) <PrecioEjercicio>

In the case that there is no data available for the requested call, it shall be indicated on the label <Error>.

Example of use

Query for the derivatives on Inditex with maturity in June 2013:

http://www.cnmv.es/webservices/isinderivado/ISINDerivado.asmx/ISINDerivado?&isinSubyacente=ES0148396015&fechaVencimiento=062013

See the answer to the example.