台灣證券交易所

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

Open, high, low, close

Second class information Value-added data

historical information database trend charts, statistic graph

Third class information Works adopted with human knowledge or intellectual

spirits

Market Information Classification in Exchanges

Convenience

Transmission 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

NYSE LSENASDAQ UTP UKProprietary Products 1. level 1

Products 2. level 1 Plus

1. ArcaBooksm1. TotalView 1. Level 1 3. level 2

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

3. NYSE InfoTools 3. NASDAQ Last Sale (NLS)

1. level 12. level 1Plus

4. ProTrac 4. NASDAQ Market Analytix (NASDAQ MAX)

3. level 2Europe

5. ReTrac 5. OpenView 1. level 16. Real-Time NASDAQ Indexes

2. level 1 Plus3. Level 2

NASDAQ

LSE market information price list Unit ： GBP

licence fees

per annum

MembersNon-

membersMembers

Non-members

UK level 2 44,000 105 157.5 105 157.5

UK level 1 plus 36,000 42.5 50 42.5 50

UK level 1 24,000 26.5 37 23 31.5

International level 2 22,000 52.5 78.5 52.5 78.5

International level 1 plus 18,000 21 28 21 28

International level 1 12,000 13 20 11.5 17

European level 2 14,000 21 21 21 21

European level 1 plus 11,200 9.1 9.1 9.1 9.1

European level 1 7,000 6.3 6.3 6.3 6.3

Data charges (month/device)

UK & countries +/- 2hrs rest of world

Data category in Asia

BSE SSE PSE BM SGX SET ASX1. Level 12. Level 2

1. Level 12. Level 2

none none none none none

SSE market information price listUnit ： MCY

domesticvendor

foreignvendor

domesticbroker

domesticvendor

overseas domesticlevel 1 300,000 60,000 ─ ─ ─level 2 350,000 15 30 30 10

license fees

foreignvendor

data chargesper annum month/device month/user

Level 1 Data

1. Open, High, low and last traded price

2. Traded Volume    Every 6 seconds update

Data is refreshed every 6 seconds.

Level 2 Data

1. Every traded information, order Volume

2. 10 Best Bid / offer with volume

3. Total Buy quantity and Total sell quantity     

Data is refreshed every 3 seconds.

The Market Information Productsin

Exchanges after Merger & Reorganization( Asia Pacific )

HKEx SGX KRX ASXMarket TypeSecurities Market Products V V V V

Derivative Market Products V V V V

Data CategorySecurities Market Products ─ ─ ─ ─Derivative Market Products V ─ ─ ─

Taiwan Stock ExchangeFuture Plan

Merger & Reorganization Taiwan Future Exchange GreTai Securities Market Taiwan Depository & Clearing Corporation

Profit-Oriented Company

Market Information Category By content (securities, derivative) Level I, Level II

Taiwan Stock ExchangeFuture Plan

Real-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 quantity

In the future (Level II) 10 best bid/ offer with volume Weighted average price

Thank You