BSE offers trading data to its data vendors in information packages with predetermined
content.
Vendors can decide whether they want to obtain the trading data of the day in
a real-time mode or with a 15-minute delay, and what the depth of their access
to the order book shall be. BSE offers the opportunity for vendors to subscribe
only for the data flow of the BSE indices, calculated real-time or at the end
of the day.
In addition to the data flow arising during trading hours, BSE makes available
an end-of-day data stock; this can also be subscribed for separately. This data
package contains the official closing prices and statistics for the trading of
that day, as well as a list on all products admitted to trading on the next exchange
day, together with their most important characteristics.
All data packages cover all BSE markets (cash market, derivatives and commodity
markets) and all traded products; they also contain the values of all BSE indices.
New Original Works Packages
The following New Original Works products are available as from 1 January 2011:
-
Indirect Usage/Non-Display Usage: BSE real-time or delayed data used in non-display applications, such as risk
management systems, algo trades, black box trading, valuation systems, other order
generating products, etc. , for internal or external usage.
-
Index Creation : BSE real-time or delayed data used for creating an Index, or any other financial
product, for internal usage or external distribution. Fee applicable for real
time and delayed data usage.
Products are available via a direct agreement and direct billing by BSE.
Fees of the New Original Works products can be found here: BSE Schedule of Fees
MiFID OTC data package
Starting from 1 November 2007, BSE offers a new data package to vendors, the
so-called MiFID OTC package.
In accordance with the provisions of the European Union (MiFID), investment service
providers (banks and brokers) shall inform the market about all their transactions
concluded on the over-the-counter (OTC) market in equities listed on any of the
regulated markets within the EU. BSE offers the possibility for its own section
members to comply with this obligation through the MiFID OTC data service system
implemented for this purpose.
BSE provides access to the real-time data on OTC transactions in a separate package
for its vendors. MiFID OTC data are separated from BSE's own data flows and are
available in a separate file, in the usual data format on the vendor servers presently
in use. Therefore, vendors can download MiFID OTC data using their existing technical
connections.
Content of the information packages
|
|
Best 5 orders
|
Best order
|
Transaction list
|
Index
values
|
End-of-day data stock
|
|
Real-time best 5
price levels package
|
Real-time
|
Real-time
|
Real-time
|
Real-time
|
Yes
|
|
Real-time best
price level package
|
|
Real-time
|
Real-time
|
Real-time
|
Yes
|
|
Delayed best 5
price levels package
|
Delayed
|
Delayed
|
Delayed
|
Delayed
|
Yes
|
|
Delayed best
price levels package
|
|
Delayed
|
Delayed
|
Delayed
|
Yes
|
|
Real-time index package
|
|
|
|
Real-time
|
Only for indexes
|
|
End-of-day package
|
|
|
|
|
Yes
|
|
MiFID OTC data package
|
|
|
Real-time
OTC transaction data transmitted by members only
|
|
|
The BSE Information Packages document contains detailed information on, and the BSE Schedule of Fees lists the fees payable for, the various information packages.
For further information on fees and reporting please contact the BSE Vendor Relations staff.