IDN and Elektron Data Enhancements July 2012 - Reuters
IDN and Elektron Data Enhancements July 2012 - Reuters
IDN and Elektron Data Enhancements July 2012 - Reuters
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China<br />
China Securities Index (CSI) High <strong>and</strong> Low Indicator Enhancement<br />
<strong>and</strong> Decimal Precision Change<br />
In order to bring more consistency to the CSI data model <strong>and</strong> also to bring<br />
customers more value-add content the following changes have been made to<br />
CSI year <strong>and</strong> 52 week high <strong>and</strong> low data:<br />
-YRHIGH (FID 90) previously supported the rolling 52 week high price. It now supports<br />
calendar year high price.<br />
-YRLOW (FID 91) previously supported the rolling 52 week low price. It now supports<br />
calendar year low price.<br />
-YRHIGHDAT (FID 350) previously supported the rolling 52 week high date. It now supports<br />
calendar year high date.<br />
-YRLOWDAT (FID 351) previously supported the rolling 52 week low date. It now supports<br />
calendar year low date.<br />
Please note: The newly supported calendar year high/low data only represent the year high<br />
<strong>and</strong> low starting from effective date of this enhancement (9 <strong>July</strong> <strong>2012</strong>) instead of 3 Jan <strong>2012</strong>.<br />
-GEN_VAL1 (FID 996) is now populated with the rolling 52 week high price. This data was<br />
populated in YRHIGH (FID 90) previously.<br />
-GEN_VAL2 (FID 997) is now populated with the rolling 52 week low price. This data was<br />
populated in YRLOW (FID 91) previously.<br />
-Date of rolling 52 week high price:<br />
GV1_DATE (FID 1028) is now populated with the date of the rolling 52 week high price. This<br />
data was populated in YRHIGHDAT previously.<br />
-Date of rolling 52 week low price:<br />
GV2_DATE (FID 1051) is now populated with the date of the rolling 52 week low price. This<br />
data was populated in YRLOWDAT previously.<br />
This provides new value add content on this market on the back of customer<br />
dem<strong>and</strong>.<br />
<strong>July</strong> also saw the introduction of increased decimal precision to 4 decimal<br />
places from 2 on a number of CSI end of day indices. This offers an accurate<br />
representation of exchange content <strong>and</strong> gives greater point granularity on<br />
this index data. A full list of impacted instruments is provided on the <strong>Data</strong><br />
Notification.<br />
Sample RICs: , <br />
Sample Chains: , <br />
<strong>Data</strong> Notification 061950