Market Information: Development of Value-Added Market Information Products

  • View
    39

  • Download
    0

Embed Size (px)

DESCRIPTION

Market Information: Development of Value-Added Market Information Products. Lung Chao Senior Vice President of TSEC. Agenda. Market Information Classification Data Category in America & Europe Data category in Asia TSEC future plan. Market Information. First class information Raw data - PowerPoint PPT Presentation

Text of Market Information: Development of Value-Added Market Information Products

  • AgendaMarket Information ClassificationData Category in America & EuropeData category in AsiaTSEC future plan

  • Market InformationFirst class informationRaw dataOpen, high, low, close Second class informationValue-added datahistorical information database trend charts, statistic graphThird class informationWorks adopted with human knowledge or intellectual spirits

  • Market Information Classification in Exchanges ConvenienceTransmission speed (bandwidth)States of limitation (real time or delayed) Service contents (ex Level I and Level II )Type of files delivered

  • Data Category in America & Europe

  • LSE market information price listUnitGBP

    Sheet1

    licence feesDara charges

    UK & countries +/- 2hrsrest of world

    MembersNon-membersMembersNon-members

    UK level 244,000105157.5105157.5

    UK level 1 plus36,00042.55042.550

    UK level 124,00026.5372331.5

    International level 222,00052.578.552.578.5

    International level 1 plus18,00021282128

    International level 112,000132011.517

    European level 214,00021212121

    European level 1 plus11,2009.19.19.19.1

    European level 17,0006.36.36.36.3

    licence fees

    perUK & countries +/- 2hrsrest of world

    annumMembersNon-membersMembersNon-members

    UK level 244,000105157.5105157.5

    UK level 1 plus36,00042.55042.550

    UK level 124,00026.5372331.5

    International level 222,00052.578.552.578.5

    International level 1 plus18,00021282128

    International level 112,000132011.517

    European level 214,00021212121

    European level 1 plus11,2009.19.19.19.1

    European level 17,0006.36.36.36.3

    Sheet2

    Sheet3

  • Data category in Asia

    Sheet1

    BSESSEPSEBMSGXSETASX

    1. Level 12. Level 21. Level 12. Level 2nonenonenonenonenone

    Phillippines Stock ExchangeThe Stock Exchange of Tailand

    Australian Stock ExchangeSingapore Exchange

    Sheet2

    Sheet3

  • SSE market information price listUnit MCYLevel 1 Data 1. Open, High, low and last traded price2. Traded Volume Every 6 seconds updateData is refreshed every 6 seconds. Level 2 Data 1. Every traded information, order Volume2. 10 Best Bid / offer with volume3. Total Buy quantity and Total sell quantityData is refreshed every 3 seconds.

    Sheet1

    BSESSEPSEBMSGXSETASX

    1. Level 12. Level 21. Level 12. Level 2nonenonenonenonenone

    Phillippines Stock ExchangeThe Stock Exchange of Tailand

    Australian Stock ExchangeSingapore Exchange

    Sheet2

    license feesdata charges

    per annummonth/devicemonth/user

    domestic vendorforeign vendordomestic brokerdomestic vendorforeign vendor

    overseasdomestic

    level 1300,00060,000

    level 2350,00015303010

    Sheet3

  • The Market Information Productsin Exchanges after Merger & Reorganization( Asia Pacific )

    Sheet1

    NYSENASDAQLSE

    NASDAQUTPUK

    ProprietaryProducts1. level 1

    Products2. level 1 Plus

    1. TotalView1. Level 13. level 2

    2. NYSE Alerts Datafeed2. NASDAQ Level 22. The OTC Montage Data Feed (OMDF)International

    3. NYSE InfoTools3. NASDAQ Last Sale (NLS)1. level 12. level 1Plus

    4. ProTrac4. NASDAQ Market Analytix (NASDAQ MAX)3. level 2Europe

    5. ReTrac5. OpenView1. level 1

    6. Real-Time NASDAQ Indexes2. level 1 Plus3. Level 2

    Sheet2

    stock & futures exchanges merger

    Market Information Products

    HKExSGXKRXASX

    Market Type

    Securities Market ProductsVVVV

    Derivative Market ProductsVVVV

    Data Category

    Securities Market Products

    Derivative Market ProductsV

    Sheet3

  • Taiwan Stock ExchangeFuture PlanMerger & ReorganizationTaiwan Future ExchangeGreTai Securities Market Taiwan Depository & Clearing Corporation Profit-Oriented CompanyMarket Information CategoryBy content (securities, derivative)Level I, Level II

  • Taiwan Stock ExchangeFuture PlanReal-Time Scrip code Open, High, low and last traded price 5 Best Bid / offer with volume Traded Volume Close and last traded quantity Total Buy quantity and Total sell quantityIn the future (Level II)10 best bid/ offer with volumeWeighted average price

  • Thank You