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, external or Licensee's Group usage.
- Index Creation: BSE real-time or delayed data used for creating an Index, or any other financial product, for internal, external or Licensee's Group usage. 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
Content of the information packages | |||||
Best 5 orders |
Best order |
Transaction list |
Index |
End-of-day data stock |
|
Real-time best 20 price levels package |
Real-time |
Real-time |
Real-time |
Real-time |
Yes |
Real-time best 10 price levels package |
Real-time |
Real-time |
Real-time |
Real-time |
Yes |
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 indeces |
||
End-of-day package |
|
Yes |
|||
End-of day index package |
|
End-of day |
Only for indeces |
||
MiFID OTC data package |
Real-time |
||||
Transaction list of Section Members |
End of Day |
||||
XETRA Reference Data |
|||||
New Original Works |
RTime/ Delayed |
RTime/ Delayed |
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.