BME's IT trading solution is the main platform for access to the Spanish market through its different solutions OMS, FIX connections, low latency drivers and trading screens and is also the leader in Spain for routing orders to international markets. Sponsored: [Upcoming Webinar] How banks can benefit from digital corporate customer onboarding. Write a blog post about this story membership required. News in your inbox For Finextra's free daily newsletter, breaking news and flashes and weekly job board. Sign Up.
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The market data for a particular instrument would include the identifier of the instrument and where it was traded such as the ticker symbol and exchange code plus the latest bid and ask price and the time of the last trade. It may also include other information such as volume traded, bid, and offer sizes and static data about the financial instrument that may have come from a variety of sources. There are a number of financial data vendors that specialize in collecting, cleaning, collating, and distributing market data and this has become the most common way that traders and investors get access to market data.
Delivery of price data from exchanges to users, such as traders, is highly time-sensitive and involves specialized technologies designed to handle collection and throughput of massive data streams are used to distribute the information to traders and investors.
The speed that market data is distributed can become critical when trading systems are based on analyzing the data before others are able to, such as in high-frequency trading. Market price data is not only used in real-time to make on-the-spot decisions about buying or selling, but historical market data can also be used to project pricing trends and to calculate market risk on portfolios of investments that may be held by an individual or an institutional investor. The above example is an aggregation of different sources of data, as quote data bid, ask, bid size, ask size and trade data last sale, last size, volume are often generated over different data feeds.
Delivery of price data from exchanges to users is highly time-sensitive. Specialized software and hardware systems called ticker plants are designed to handle collection and throughput of massive data streams, displaying prices for traders and feeding computerized trading systems fast enough to capture opportunities before markets change.
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When stored, historical market data is a type of time series data. Latency is the time lag in delivery of real-time data, i. Processing of large amounts of data with minimal delay is low latency. The delivery of data has increased in speed dramatically since , with "low" latency delivery meaning delivery under 1 millisecond. The competition for low latency data has intensified with the rise of algorithmic and high frequency trading and the need for competitive trade performance.
Market data generally refers to either real-time or delayed price quotations.
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The term also includes static or reference data, that is, any type of data related to securities that is not changing in real-time. Reference data includes identifier codes such as ISIN codes, the exchange a security trades on, end-of-day pricing, name and address of the issuing company, the terms of the security such as dividends or interest rate and maturity on a bond , and the outstanding corporate actions such as pending stock splits or proxy votes related to the security.
These bonds are investment products that provide a return in the form of fixed periodic payments as mark-up and the eventual return of principal. Any investor can purchase these securities listed at the Stock Exchange through authorized participants. These are debt instruments issued by the Government of Pakistan.
A derivative is a financial security with a price that is dependent upon or derived from one or more underlying assets. The most common underlying assets include stocks, bonds, commodities, currencies etc.
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Derivatives can be used for the purposes of speculation, hedging, or for accessing hard-to-trade assets or markets. The types of Derivatives traded on PSX are:. DFCs are forward contracts to buy or sell a certain underlying instrument with actual delivery of the said instrument occurring. The minimum lot for purchasing these shares is shares. Settlement takes place 30 days after the contract is purchased.
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The Opening of the Contract is Monday, preceding the last Friday of the month. It is like a standardized contract which allows buying or selling a certain underlying instrument at a certain date in the future, at specified price.
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Settlement occurs purely on cash basis.