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Information Packages
2007.10.09. Tuesday 13:41

 

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.


 

Turnover
Shares
Name
Price
%
Turn. (mEUR)
ˇ
628
-0.31
0
ˇ
533
-2.91
0
^
3,015
+3.78
0
^
17,500
+1.15
0
-
14,515
0.00
0
ˇ
4,330
-1.36
0
ˇ
185
-1.06
0
ˇ
513
-0.58
0
ˇ
301
-0.98
0
ˇ
20,160
-1.46
4
ˇ
536
-0.74
2
ˇ
4,072
-1.80
21
ˇ
671
-1.75
0
^
668
+1.21
0
ˇ
38,890
-1.16
2
^
259
+1.56
0
ˇ
2,250
-0.22
0
Total equities: 2,981,641 pcs.
Change %: to baseprice
Indices
Index
Value
Change %
BUX
19,564.32
-336.56 (-1.69)
1,324.63
-5.64 (-0.42)
1,234.92
-15.83 (-1.27)
1,208.11
-14.86 (-1.22)
1,981.18
8.15 (0.41)