Market Data Technical Parameters
|
|
|
- Regina Eaton
- 10 years ago
- Views:
Transcription
1 MIGRATION TO MILLENNIUM EXCHANGE Market Data Technical Parameters Issue October 2010
2 Disclaimer The London Stock Exchange Group has taken reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. The London Stock Exchange Group will endeavour to provide notice to customers of changes being made to this document, but this notice cannot be guaranteed. Therefore, please note that this publication may be updated at any time. The information contained is therefore for guidance only. 2
3 1. Introduction Following the acquisition of MillenniumIT, the London Stock Exchange is embarking on a programme of change that will see the Group s equity markets migrate from the current TradElect/Infolect platform to Millennium Exchange the multi-asset class, ultra-low latency platform of MillenniumIT. The first phase of this transition will be the migration of the London Stock Exchange s cash market in November For further information on timelines and the migration approach please refer to MIT101 Migration to Millennium Exchange Purpose The purpose of this document is to provide clients a full overview of the market data parameters employed in our Production environment to both protect the system and manage client connections to our replay and recovery market data services. These parameters are the result of much detailed analysis of client activity on the TradElect/Infolect platform. They are, however, influenced by the enhanced design of our new market data platform Parameters Parameter Description EAS value Level 1 and Level 2 Snapshot FIX-FAST Services Maximum trade history available on 10 minutes the recovery channel Recovery Service logins available to 2,500 logins/day clients 2,500 requests/day snapshot requests on the logins available to /day clients 3
4 Level 2-ITCH Service Recovery Service RNS FIX-FAST Service FTSE FIX-FAST Service snapshot requests on the on the on the 2,500 logins 2,500 requests/day 1 4
5 Copyright October 2010 London Stock Exchange Group plc. Registered in England and Wales No London Stock Exchange plc has used all reasonable efforts to ensure that the information contained in this publication is correct at the time of going to press, but shall not be liable for decisions made in reliance on it. London Stock Exchange and the coat of arms device are registered trade marks of London Stock Exchange plc. London Stock Exchange 10 Paternoster Square London EC4M 7LS Telephone: +44 (0)
London Stock Exchange
London Stock Exchange MIT601 - Guide to Trading Services Disaster Recovery Issue 1.1 31 October 2014 Contents Disclaimer 4 1.0 Introduction 5 1.1 Purpose 5 1.2 Readership 5 1.3 Document Series 5 1.4 Document
MIT308 EuroTLX - MILLENNIUM EXCHANGE. FTP Services Trading Calendars
MIT308 EuroTLX - MILLENNIUM EXCHANGE FTP Services Trading Calendars Issue 1.0 April 2015 1 Contents 1 Introduction... 4 1.1 Purpose... 4 1.2 Readership... 4 1.3 Document series... 4 1.4 Document History...
Consultation on the market structure for the introduction of an intra-day auction for SETS Equities and IOB
Attachment 1 to N02/14 Consultation on the market structure for the introduction of an intra-day auction for SETS Equities and IOB Closing date for responses 17 April 2014 Issued 19 March 2014 Contents
LONDON STOCK EXCHANGE GROUP
LONDON STOCK EXCHANGE GROUP GROUP TICKER PLANT GTP 007 - GTP LITE GUIDE ISSUE 4.0 29 JULY 2014 Powered by MillenniumIT Contents Guide Disclaimer... 3 1. Documentation... 4 1.1 This Guide... 4 1.2 Readership...
MIT306 EuroTLX - MILLENNIUM EXCHANGE. FTP Services EuroTLX Instrument Currency
MIT306 EuroTLX - MILLENNIUM EXCHANGE FTP Services EuroTLX Instrument Currency Issue 1.0 January 2014 1 Contents 1 Introduction... 4 1.1 Purpose... 4 1.2 Readership... 4 1.3 Document series... 4 1.4 Document
Turquoise Equities Connectivity Guide
T Q 1 0 2 T E C H N I C A L S P E C I F I C A T I O N Turquoise Equities Connectivity Guide I S S U E 2. 1 20 F e b r u a r y 2 0 1 3 Contents 1 Introduction... 3 1.1 Purpose... 3 1.2 Readership... 3 1.3
Millennium Exchange - Oslo Børs cash equities and fixed income markets. OSLMIT 606 CDS Environment Connectivity
Millennium Exchange - Oslo Børs cash equities and fixed income markets OSLMIT 606 CDS Environment Connectivity Issue 2.4 28 April 2015 Important note This document has been produced by Oslo Børs to assist
Contents 1 Introduction... 4. 2 Technical Configuration... 6. 3 Customer Support... 10. 4 How to Order... 11
S e r v i c e a n d T e c h n i c a l D e s c r i p t i o n BIt Network Service I s s u e 1. 1 J a n u a r y 2 0 1 2 Contents 1 Introduction... 4 1.1 Purpose of this document... 4 1.2 Associated Documentation...
London Stock Exchange
London Stock Exchange MIT501 - Guide to Testing Services Issue 16 31 October 2014 Contents Disclaimer 4 10.0 Participant Test Weekends 20 Appendix A: CDS Connectivity 20 1.0 Introduction 5 1.1 Purpose
S E R V I C E D E S C R I P T I O N. Guide to trading Securitised Derivatives on Millennium Exchange
S E R V I C E D E S C R I P T I O N Guide to trading Securitised Derivatives on Millennium Exchange Contents Contents... 2 Disclaimer... 3 1. Introduction... 4 1.1 Main characteristics of the service...
LONDON STOCK EXCHANGE GROUP
LONDON STOCK EXCHANGE GROUP GROUP TICKER PLANT GTP 004 - PARAMETERS GUIDE ISSUE 13.0 4 MAY 2016 Powered by MillenniumIT Contents Guide Disclaimer... 3 1. Documentation... 4 1.1 This Guide... 4 1.3 Document
London Stock Exchange Derivatives Market
London Stock Exchange Derivatives Market LSEDM102 - Connectivity Guide Issue 2.0 14 December 2015 Contents 1.0 Introduction 4 1.1 Purpose 4 1.2 Readership 4 1.3 Document Series 4 1.4 Document History
Service & Technical Description
Service & Technical Description Introduction of new currencies within Trading Service for ETFs - Euroclear Bank settlement Version 1.1 1. Introduction...5 1.1. Purpose... 5 1.2. Readership... 5 1.3. Overview
How To Recover From A Trading System Failure
Millennium Exchange - Oslo Børs cash equities and fixed income markets OSLMIT 601 Guide to Trading Services Disaster Recovery Issue 2.3 28 April 2015 Important note This document has been produced by Oslo
Millennium Exchange - Oslo Børs cash equities and fixed income markets. OSLMIT 502 Guide to Application Certification
Millennium Exchange - Oslo Børs cash equities and fixed income markets OSLMIT 502 Guide to Application Certification Issue 2.2 10 November 2014 Important note This document has been produced by Oslo Børs
LONDON STOCK EXCHANGE GROUP
LONDON STOCK EXCHANGE GROUP GROUP TICKER PLANT GTP 005 - TESTING GUIDE ISSUE 8.0 17 APRIL 2013 Powered by MillenniumIT Contents Guide Disclaimer... 3 1. Documentation... 4 1.1 This Guide... 4 1.3 Document
Pre-trade and execution services under MiFID LEADING SOLUTIONS FOR A PAN-EUROPEAN MARKET
Pre-trade and execution s under MiFID LEADING SOLUTIONS FOR A PAN-EUROPEAN MARKET Working with the market, we have extended our range of trading s, enhancing them to meet your pre-trade obligations whilst
International Order Book
C O N S U L T A T I O N D O C U M E N T - F E B R U A R Y 2 0 1 2 International Order Book - including proposal to introduce integrated electronic market making from 2 April 2012 Contents 1 Introduction
A guide to London Stock Exchange trading services for equity securities
A guide to London Stock Exchange trading services for equity securities Contents Background 01 Trading services for equity securities 03 SETS 04 SETSqx 06 SEAQ 08 Criteria and process for allocating securities
L I S T I N G A N D A D M I T T I N G R E T A I L B O N D S. Order book for Retail Bonds
L I S T I N G A N D A D M I T T I N G R E T A I L B O N D S Order book for Retail Bonds Contents Introduction...3 Requirements for admission to the Order book for Retail Bonds...4 Listing and admission
Post Trade Services under MiFID
Post Trade Services under MiFID Leading solutions for a pan-european market Pan-European trade reporting meet all your post trade reporting obligations Working together with the market, we have developed
The Listing Rules REITS REAL ESTATE INVESTMENT TRUSTS. Chris Luck, Nabarro LLP. Property Investment from a wider perspective.
REITS REAL ESTATE INVESTMENT TRUSTS The Listing Rules Chris Luck, Nabarro LLP As at 1 April 2008, 18 companies have either converted to or have listed as UK-REITS. This article considers how to convert
Connectivity WORLD LEADING ACCESS TO THE MARKETS
Connectivity WORLD LEADING ACCESS TO THE MARKETS London & Milan Design Overview Key features ASSET CLASS ACCESS TO MULTIPLE MARKETS TRADING PLATFORM LOW LATENCY NETWORK CUSTOMER HOSTED CABINETS ULTRA LOW
RNS Service Agreement
RNS Service Agreement Guidance i) This Agreement must be completed and submitted to us in order to give your organisation access to Announcement services and other RNS products. ii) Having completed the
How to qualify as a uk-reit
REITS REAL ESTATE INVESTMENT TRUSTS How to qualify as a uk-reit Chris Luck & Michael Cant, Nabarro LLP The UK-REIT regime The UK-REIT regime is set out in Part 4 of the Finance Act 2006 (as updated by
Exchange Traded Commodities. Redefining the commodities marketplace
Exchange Traded Commodities Redefining the commodities marketplace ETCs removing the difficulties of gaining exposure to commodities. Introduction Exchange Traded Commodities Redefining the commodities
Order book for Retail Bonds. Listing and admitting retail bonds
Order book for Retail Bonds Listing and admitting retail bonds ORB aims to offer retail investors efficient access to an on-screen secondary market in London listed debt instruments. Order book for Retail
London Stock Exchange Derivatives Market
London Stock Exchange Derivatives Market TARIFF SCHEDULE Version 3.8 October 2014 Contents 1. Revision History 4 2. Introduction 5 2.1. 2.2. 2.3. 2.4. 2.5. 2.6. Payment mechanics 5 Incentives and temporary
Technical User Group Friday 14 September 2012
Technical User Group Friday 14 September 2012 1 Agenda Introduction London Stock Exchange MIT Functional Release London Stock Exchange - Real Time Information Services - Group Ticker Plant Project Update
Order book for Retail Bonds. Efficiency and transparency in trading bonds for private investors
Order book for Retail Bonds Efficiency and transparency in trading bonds for private investors We aim to respond to private investor demand by offering a cost-effective, transparent and efficient mechanism.
Document Version June 2012 First Issue 3
Service and Technical Description Third Party Connectivity - Network Service Providers (NSPs) Issue 1 September 2012 Contents Third Party Connectivity - Network Service Providers (NSP)... 1 Contents...
Below is a review of the main activities undertaken in 2012, together with our annual report devoted to market data.
28 December 2012 London Stock Exchange Group plc 10 Paternoster Square London EC4M 7LS www.londonstockexchange.com BORSA ITALIANA MARKET REVIEW - New historical highs for fixed income trading on MOT and
London Stock Exchange Derivatives Market Strategies in SOLA
London Stock Exchange Derivatives Market Strategies in SOLA This document is an overview only. Interested parties should consult the Trading Services Description for additional information regarding trading
Regulatory News Service (RNS)
Regulatory News Service (RNS) Pricing and Policy Guidelines Effective 1 January 2016 Contents 1.0 Definitions 4 2.0 Introduction 6 3.0 Document purpose and audience 6 4.0 Licence fees and data charges
How To Encourage A Uk Real Estate Investment Trust
Heart of the world s financial markets NOVEMBER 2012 Agenda 1. Order Book for Retail Bonds 2. Why do companies float in London 3. What is a REIT 4. Key changes post Finance Bill 2012 5. Routes to Market
Understanding corporate statements
Understanding corporate statements 3 March 2015, London Analysing corporate performance Academy Who we are The educational model of the Academy is that of a "Corporate University" where the traditional
NOTE FOR MINING AND OIL & GAS COMPANIES - JU N E 2 0 0 9
NOTE FOR MINING AND OIL & GAS COMPANIES - JU N E 2 0 0 9 A G U I D E T O A I M U K TA X B E N E F I T S 2 AIM Note for Mining, Oil and Gas Companies Contents Introduction 1 Companies to which this Note
Millennium Exchange. Fast, flexible, multi-asset trading engine
Millennium Exchange Fast, flexible, multi-asset trading engine To thrive in the current environment, you need a trading platform that moves as quickly as you do. Innovation is power Millennium Exchange
CASE STUDY. London Stock Exchange www.londonstockexchange.com
CASE STUDY London Stock Exchange www.londonstockexchange.com THE CHALLENGE The London Stock Exchange (LSE) is one of the best known and most trusted brands in the financial sector, for both consumer (private
Bespoke portfolios Personalised service. Investment portfolios uniquely tailored to you
Bespoke portfolios Personalised service Investment portfolios uniquely tailored to you 2 Close Close 3 Strong traditions Proven experience About Close Brothers Close Brothers Group plc has been at the
Technical User Group Friday 21 October 2011
Technical User Group Friday 21 October 2011 1 Agenda Introduction Borsa Italiana - Millennium Migration Update London Stock Exchange - Trading Services Millennium Enhancements London Stock Exchange - Information
A masterclass in professional trading
A masterclass in professional trading In partnership with TSquared Trading Evening taster session 1 May 2014 Day one 9 May 2014 Day two 2 June 2014 London The Course Overview How to develop a trading plan
FTSE Partnership Index Series Non-Display Usage
FTSE Partnership Index Series Non-Display Usage Customer Declaration Version 1.0 This document is a required declaration for customers to specify their non-display usage of: STI and FTSE ST Index Series
Main Market Factsheet
June 215 Table 1: Main - UK Listed Companies: New Issues (IPOs) June 215 Equity and Fixed Interest New companies Issue Market Cap at New Money Company/ Issue type/ price admission ( m) raised Date Security
London Stock Exchange Derivatives Market Contract Specifications
London Stock Exchange Derivatives Market Contract Specifications This document is for information only. London Stock Exchange Group has made reasonable efforts to ensure that the information contained
TRADING BONDS ON THE LONDON STOCK EXCHANGE A GUIDE FOR PRIVATE INVESTORS. The new electronic order book for retail bonds
TRADING BONDS ON THE LONDON STOCK EXCHANGE A GUIDE FOR PRIVATE INVESTORS The new electronic order book for retail bonds Contents Introduction 3 What are bonds? 3 Bond basics 4 Types of bond issuer 5 Bond
Understanding Company Valuations for Mergers & Acquisitions
Understanding Company Valuations for Mergers & Acquisitions London, 17 19 September 2014 Uncover the true value of your company Academy Who we are The educational model of the Academy is that of a "Corporate
Non-Display and Other Application Usage
Non-Display and Other Application Usage Customer Declaration Version 5 This document is a declaration required for customers to specify their Non-Display and Other Application usage of real time London
How To Trade In China
Introduction to London Stock Exchange Capital Markets Contents Background 02 Equity primary markets 03 Main Market 03 AIM 04 Trading services for equity securities 05 SETS 05 SETSqx 05 SEAQ 05 International
Service & Technical Description
Service & Technical Description New Trading Service Order book for Fixed Income Securities Version 1.1 January 2014 Contents 1. Introduction 3 1.1. Purpose 3 1.2. Readership 3 1.3. Overview of the new
Dividend Procedure Timetable 2016
Dividend Procedure Timetable 2016 A dividend timetable which follows the guidelines set by the Dividend Procedure Timetable, need not be notified to London Stock Exchange ( the Exchange ) in advance, provided
MANAGING EMPLOYEE RISKS
MANAGING EMPLOYEE RISKS FOCUSING ON MULTINATIONAL SOLUTIONS Multinational Benefits, Multinational Risks Building a successful benefits strategy comes with challenges, opportunities and risks, even within
January 2011. Market Statistics. http://www.londonstockexchange.com Fact sheets are located within the Statistics section. UK Markets Analysis
January 211 Market Statistics Table 1: Main - UK listed companies: new issues January 211 Equity and Fixed Interest New companies Market Issue value at Money Broker to issue / Company/ Issue type/ price
JSE ITAC INITIATIVE. Frequently Asked Questions. July 2014
JSE ITAC INITIATIVE Frequently Asked Questions July 2014 JSE Limited Reg No: 2005/022939/06 Member of the World Federation of Exchanges JSE Limited I 2014 Page 1 of 6 Frequently asked questions General:
London Stock Exchange Derivatives Market Contract Specifications
London Stock Exchange Derivatives Market Contract Specifications This document is for information only. London Stock Exchange Group has made reasonable efforts to ensure that the information contained
Dividend Procedure Timetable 2015
Dividend Procedure Timetable 2015 A dividend timetable which follows the guidelines set by the Dividend Procedure Timetable, need not be notified to London Stock Exchange ( the Exchange ) in advance, provided
TD Spread Trading User Guide
TD Direct Investing TD Spread Trading User Guide Welcome to TD Financial Spread Trading, a trading name of London Capital Group Ltd (LCG) A TD Financial Spread Trading account offers you a quick, flexible
SERVICE AND TECHNICAL DESCRIPTION. Electronic Order Book for the UK Retail Bond Market
SERVICE AND TECHNICAL DESCRIPTION Electronic Order Book for the UK Retail Bond Market 1 Contents 1. Introduction... 3 1.1 Main Characteristics...3 1.2 Scope of Changes...4 1.3 Readership...4 1.4 Relevant
Johannesburg Stock Exchange
Volume 200 - Guide to Testing Services Johannesburg Stock Exchange Version 1.00 Release Date 1 October 2011 Number of Pages 13 (Including Cover Page) 1 DOCUMENT CONTROL 1.1 Table of Contents Johannesburg
London Stock Exchange Group plc. Xavier Rolet Chief Executive. September 2010
London Stock Exchange Group plc Xavier Rolet Chief Executive September 2010 Agenda Competing in an Age of Austerity Overview of business and strategy Cash equities markets overview and actions to strengthen
Copyright 2013 wolfssl Inc. All rights reserved. 2
- - Copyright 2013 wolfssl Inc. All rights reserved. 2 Copyright 2013 wolfssl Inc. All rights reserved. 2 Copyright 2013 wolfssl Inc. All rights reserved. 3 Copyright 2013 wolfssl Inc. All rights reserved.
Millennium SOR. Fast. Flexible. Robust.
Millennium SOR Fast. Flexible. Robust. Millennium SOR Millennium SOR offers a single platform capable of housing multiple asset classes, numerous order routing algorithms and pre-trade risk control mechanisms.