SuperFeed Market Coverage

Transcription

1 SuperFeed Market Coverage 03 June 2015

2 2014 SR Labs LLC. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form by any means or redistributed without the prior written consent of SR Labs LLC. All third party trademarks are owned by their respective owners and are used with permission. SR Labs LLC and its affiliates do not recommend or make any representation as to possible benefits from any securities or investments, or third-party products or services. Investors should undertake their own due diligence regarding securities and investment practices. This material may contain forward-looking statements regarding SR Labs LLC and its affiliates that are based on the current beliefs and expectations of management, are subject to significant risks and uncertainties, and which may differ from actual results. SR Labs LLC does not guarantee that its products or services will result in any savings or specific outcome. All data is as of June 03, SR Labs LLC disclaims any duty to update this information. SuperFeed/ V2.10 2

3 PREFACE DOCUMENT HISTORY The following table provides a description of all changes to this document. VERSION NO. DATE CHANGE DESCRIPTION /07/2014 Review post exit from /01/2014 US Coverage reviewed /06/2015 EU Coverage Feed Name Updates SuperFeed/ V2.10 3

4 CONTENTS 1. INTRODUCTION SUPER U.S. AND ROADMAP SuperFeed US Market Coverage SuperFeed US Market Coverage - CANADA SUPER EUROPE AND ROADMAP SuperFeed Europe Market Coverage SuperFeed/ V2.10 4

5 1. INTRODUCTION This document lists the current feeds available using SuperFeed globally. Roadmap connectivity information, where planned, is also included. To view any of the mapping guides or feed specifications please reach out to your SR Labs Sales Representative. SuperFeed/ V2.10 5

6 2. SUPER U.S. AND ROADMAP 2.1 SUPER US Table 1 SuperFeed US Market Coverage SOURCE NAME ASSET CLASS EXCHANGES BATS BATS Z Multicast PITCH LISTINGS BATS US Yes* (Generated) ORDER BOOK DEPTH OTHER Yes Yes BATS BATS Y Multicast PITCH BATS US Yes* (Generated) Yes Yes BATS Direct Edge Depth of Book Direct Edge A & X US Yes* (Generated) Yes Yes CBOE Market Data Indices (MDI) Indices Equity Index Futures Equity Index Futures No No No Indices CBOE CBOE Streaming Markets (CFE) Chicago Futures CFE CME Group CME Options, Futures, Indices CME NYMEX COMEX N/A Yes Yes Yes (some products have book available) Indices SuperFeed/ V2.10 6

7 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK DEPTH OTHER CBOT KCBOT Dow Jones S&P Indices FINRA TRACE BTDS Fixed Income FINRA TRACE ATDS Fixed Income FINRA TRACE SPDS Fixed Income N/A N/A No Yes No N/A N/A No Yes No N/A N/A No Yes No ICE impact ICE Canada ICE Canada Yes Yes Yes ICE US ICE US Yes Yes Yes ICE Europe ICE Europe Yes Yes Yes ICE LIFFE Amsterdam, Brussels, London, Lisbon and Paris LIFFE (all products) US Yes* (Generated) No Yes (Market Maker Book) Security Status SuperFeed/ V2.10 7

8 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK DEPTH OTHER Mutual Fund Disseminati on Service Mutual Funds Mutual Funds, Money Market Funds Mutual Funds, Money Market Funds No No No Mutual Funds, Money Market Funds OMDF ADF/FINRA Yes No No OMX Global Index Disseminati on Service Equity Indices No No No Indices OTC Montage Data Feed ADF Yes* (Generated) No Yes (Market Maker Book) Total- ITCH BX Totalview PSX Totalview US No Yes Yes Imbalances BX US No Yes Yes Imbalances PSX US No Yes Yes Imbalances Last Sale US No Yes No No SuperFeed/ V2.10 8

9 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK DEPTH OTHER QBBO US Yes No No Market Status UTP All Regional s Yes Yes No Security Status UTP / FINRA - OTCBB OTCBB OTCBB No Yes Yes (one entry per market maker) RussellTick Equity Indices Global Russell Indices Global Russell Indices No No No Indices CTA (CQS/CTS) All Regional s, MKT, ARCA Yes Yes No Indices, Security Status Global Index Feed Equity Indices Euronext N/A No No No Indices Alerts No No No Market Imbalances, Security Status BBO Yes No No LRP No No No LRP SuperFeed/ V2.10 9

10 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK DEPTH OTHER OpenBook No No Yes OpenBook Ultra Order Imbalances No No Yes No No No Imbalances SuperBook Top of Book All Regional s US Yes No No Synthetic Feed N/A Filtered US Equity Trades All Regional s US No Yes No Synthetic Feed N/A Trades No Yes No MKT Real Time Reference Prices MKT OpenBook No No No Last Sale Prices MKT MKT SuperFeed/ V

11 SOURCE NAME ASSET CLASS EXCHANGES MKT MKT OpenBook Ultra LISTINGS MKT MKT Yes* (Generated) ORDER BOOK DEPTH OTHER No Yes MKT BBO MKT MKT Yes No No N/A MKT Trades MKT MKT No Yes No No MKT MKT Order Imbalances MKT MKT No No No Order Imbalances MKT Alerts MKT LRP MKT MKT No No No LRP MKT Arca Arca MKT Real Time Reference Prices Arca BBO Arca Trades MKT MKT No No No Last Sale Prices ARCA US Yes No No ARCA US No Yes No Arca ArcaBook ARCA US ArcaEdge No No Yes ArcaBonds SuperFeed/ V

12 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK DEPTH OTHER Arca Arca Bonds Bonds ARCA ARCA Yes No Arca Arca Real Time Reference Prices ARCA ARCA No No No Last Sales Prices OPRA OPRA Equity Options All Regional s US OTC Markets Realtime Equity OTC Markets OTC Markets OTC Markets Realtime Equity OTC Markets OTC Markets No Yes Yes SuperFeed/ V

13 2.2 SUPER US - CANADA Table 2 SuperFeed US Market Coverage - Canada SOURCE NAME ASSET CLASS EXCHANGE S LISTINGS ORDER BOOK DEPTH OTHER TSX TSX / TSX Venture L1 Toronto, Toronto Venture TL1/CL1 Yes Yes No Corporate Actions, Indices, MOC Imbalance, Security Status TSX TSX / TSX Venture L2 Toronto, Toronto Venture TL2/CL2 No Yes Yes Security Status, MOC TMX CDF CBBO All Canadian s / ATSS TMX CDF CLS All Canadian s / ATSS All Canadian s / ATSS All Canadian s / ATSS Yes No No No Yes No Alpha Alpha Yes Yes Yes SuperFeed/ V

14 SOURCE TMX NAME CDF ASSET CLASS EXCHANGE S LISTINGS ORDER BOOK DEPTH OTHER Omega Omega Yes Yes Yes Chi-X Chi-X Yes Yes Yes Pure Pure Yes Yes Yes CNSX CNSX Yes Yes Yes ICX ICX No Yes No LIQUIDNET LIQUIDNET No Yes No TRIACT/MA TCHNOW TRIACT/MA TCHNOW No Yes No TMX TMX Yes Yes Yes TMX Venture TMX Venture Yes Yes Yes TMX Select TMX Select Yes Yes Yes SuperFeed/ V

15 3. SUPER EUROPE AND ROADMAP 3.1 SUPER EUROPE Table 3 SuperFeed Europe Market Coverage SOURCE NAME ASSET CLASS EXCHANGES Athens Athens OASIS (ATHEX), Indices,, Warrants Athens, Cyprus SUPER PRODUCT Athens Athens Athens Athens Athens Warrants Cyprus ORDER BOOK DEPTH Yes Yes Yes Yes Yes Yes SuperFeed/ V

16 SOURCE NAME ASSET CLASS EXCHANGES BATS Europe BATS Europe Multicast PITCH European Primary Market SUPER PRODUCT BATS Europe BATS Europe ORDER BOOK DEPTH Yes Yes Yes BATS CHI-X Multicast PITCH European Primary Market CHI-X CHI-X Yes Yes Yes Bolsas y Mercados Españoles SIBE LEVEL 2 PLUS Madrid, Barcelona, Bilbao, Valencia BME Plus BME Plus Yes Yes Yes MEFF MEFF MEFF MEFF Yes Yes Yes Borsa Italiana (London Group) BIT Millenium ITCH, Borsa Italiana Borsa Italiana MTA, Sedex, MTA & ETF Plus Borsa Italiana MTA, Sedex, MTA & ETF Plus Yes Yes Yes LSE GTP IDEM SuperFeed/ V

17 SOURCE NAME ASSET CLASS EXCHANGES Budapest ADH Budapest SUPER PRODUCT Budapest Budapest ORDER BOOK DEPTH Yes Yes Yes CME Group CME MDP Options, Futures, Indices CME NYMEX COMEX CBOT Dow Jones CME, NYMEX, COMEX, CBOT, Dow Jones, S&P Indices Level 1 or Yes Yes Yes (some products have book available) S&P Indices Deutsche Börse CEF Core, Eurex, TradeGate, Regional s Germany (Berlin, Hamburg- Hannover, Dusseldorf, Munich), Eurex Eurex Yes Yes Yes Eurex Options TradeGate No Yes No Regional s Germany SuperFeed/ V

18 SOURCE NAME ASSET CLASS EXCHANGES Xetra ETF, Deutsche Börse Indices SUPER PRODUCT Deutsche Börse Indices & Xetra ETFs ORDER BOOK DEPTH No No No Xetra Ultra, Indices, Options Xetra Ultra Products, Irish Ultra Xetra Ultra Xetra Ultra Irish Ultra+ Yes Yes Yes Irish Ultra+ Yes Yes Yes Euronext Universal Trading Platform Market Data Feed Euronext Cash, Cash & All Indices, Warrants, Indices, Amsterdam, Brussels, Paris, Lisbon, London Euronext Cash Euronext Cash Euronext All Indices Euronext Commodity Yes Yes Yes No No No Yes Yes Yes SuperFeed/ V

19 SOURCE NAME ASSET CLASS EXCHANGES SUPER PRODUCT Euronext Equity Index Euronext Currency ORDER BOOK DEPTH Yes Yes Yes Yes Yes Yes Istanbul 1 Istanbul DDS Istanbul Istanbul Istanbul Yes Yes Yes Istanbul Fututres & Options Market (VIOP) Istanbul F&O Istanbul F&O Yes Yes Yes Johannesburg JSE Millenium ITCH Johannesburg JSE JSE Yes Yes Yes London Millennium ITCH London LSE UK Level 1 1 Please confirm availability with your Sales Representative SuperFeed/ V

20 SOURCE NAME ASSET CLASS EXCHANGES UK & International SUPER PRODUCT LSE UK Level 2 LSE International Level 1 LSE International Level 2 LSE European Level 1 LSE European Level 2 ORDER BOOK DEPTH Yes Yes Yes Yes Yes Yes Yes Yes Yes Moscow Moscow Moscow Moscow Moscow FORTS FORTS SuperFeed/ V

21 SOURCE NAME ASSET CLASS EXCHANGES UTP All Regional s SUPER PRODUCT UTP ORDER BOOK DEPTH FINRA SPDS, BTDS, ATDS SPDS, BTDS, ATDS Yes* (generated) No Yes (Market Maker Book) OMX INET ITCH Multicast, Bonds, OMX Nordic (holm, Copenhagen, Riga, Tallinn, Vilnius) OMX Nordic Total OMX Nordic Total Yes Yes Yes Yes Yes No CTA (CQS/CTS) All Regional s, MKT Trades No Yes No OPRA OPRA Equity Options All Regional s US Oslo Millennium ITCH Oslo Oslo Yes Yes Yes SIX Swiss SWX MDI SIX Swiss SIX Swiss SuperFeed/ V

22 SOURCE NAME ASSET CLASS EXCHANGES SUPER PRODUCT ORDER BOOK DEPTH SIX Swiss Yes Yes Yes The ICE LIFFE Amsterdam, Brussels, London, Lisbon and Paris LIFFE (all products) ICE Impact ICE Europe ICE Futures Europe - Financials ICE Futures Europe Commodities Yes Yes Yes Yes Yes Yes Tel Aviv TASE Data Feed Tel Aviv Tel Aviv Tel Aviv Yes Yes Yes Turquoise Turquoise Millennium ITCH European Primary Market Turquoise Turquoise Yes Yes Yes SuperFeed/ V

23 SOURCE NAME ASSET CLASS EXCHANGES TSX CDF Toronto, Toronto Venture SUPER PRODUCT ORDER BOOK DEPTH TL1/CL1 Warsaw (WSE) Warsaw UTP, Indices Warsaw Warsaw Warsaw Yes Yes Yes Warsaw Warsaw Yes Yes Yes SuperFeed/ V

24 SOURCE NAME ASSET CLASS EXCHANGES Wiener Borse (Vienna ) ADH Vienna, Prague, Ljubliana SUPER PRODUCT Vienna Vienna Prague Prague Ljubliana OTC Data (WBAG and LJSE) ORDER BOOK DEPTH Yes Yes Yes Yes Yes Yes Yes No No SuperFeed/ V