IDN and Elektron Data Enhancements July 2012 - Reuters
IDN and Elektron Data Enhancements July 2012 - Reuters
IDN and Elektron Data Enhancements July 2012 - Reuters
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
Singapore Securities Trading SGX-ST Market <strong>Data</strong> Feed Upgrade<br />
Thomson <strong>Reuters</strong> has implemented several data enhancements on the back of<br />
the SGX-ST market feed upgrade, as follows:<br />
a) Indicative Equilibrium Price (IEP) is supported in GEN_VAL3 (FID 998).<br />
b) Instrument Series Code (example. 88-1-1-0-2-0-0) is supported in FUT_URIC (FID 4045).<br />
c) CPF Indicator is supported in FID 1002 (GV3_TEXT) for Level 1 RICs.<br />
d) Minimum Bid Schedule (MBS) is supported in FID 1000 (GV1_TEXT) for Level 1 RICs.<br />
This provides a better, fuller representation of the new feed to customers <strong>and</strong><br />
value-add information. A full list of new fields are provided in the <strong>Data</strong><br />
Notification.<br />
Sample RICs: , <br />
Sample Chains: , <br />
<strong>Data</strong> Notification 060609<br />
Australia Barrier Level Added to Australia Warrants<br />
Thomson <strong>Reuters</strong> has added barrier level information to Australian warrants.<br />
Barrier information is critical to trading strategies as breaching a barrier will<br />
result in certain consequences or payments being triggered. Providing this<br />
field means consumers of this content can programmatically respond as the<br />
barrier limit is approached or breached. The content is populated in the<br />
following field:<br />
MM_ASK (FID 3358) barrier level price<br />
Sample RICs: , <br />
Sample Chain: <br />
<strong>Data</strong> Notification 059167
Change language