PRODUCT SPECIFICATION

Transcription

1 PRODUCT SPECIFICATION FTSE Real-Time Index Service Note: This document is intended to provide a general overview of the FTSE Real-Time Index Service upgrade to streaming frequency and the introduction of a corresponding Real- Time total return index (TRI) value for direct GDS clients of FTSE. Distributors of FTSE Real-Time Index Service who obtain data from one of the direct GDS clients should coordinate with their supplier as it relates to the service outlined in this specification

2 CONTENTS Page 3 Product Overview - PRODUCT DESCRIPTION - FTSE DISTRIBUTION INTERFACE Page 4 7 Product Specification - INDEX FILE RANGE - DISTRIBUTION GROUP NAME - INTERVAL OPTIONS - PRODUCT ATTRIBUTES TABLE - FILE EXAMPLE Page 7 Version History - PRODUCT SPECIFICATION DOCUMENT VERSION HISTORY Page 7 FTSE Contact Details - INTERNET ADDRESS LINK TO LOCAL FTSE OFFICES - GLOBAL SYSTEMS SUPPORT Page 8 Appendices - APPENDIX A UPDATE PROFILE 2

3 PRODUCT DESCRIPTION FTSE REAL-TIME SERVICE DESCRIPTION The FTSE Real-Time Index Service offer a streaming dissemination frequency for a subset of the most commonly used FTSE indices. The service is designed to facilitate faster and more reflective trading realities of the underlying components of the index portfolio. Each index is represented with a FTSE Distribution Interface (FDI) index identifier which will relate to one dissemination frequency^. FTSE delivers index data within product data groups (PDG). Streaming and 15/60 second interval frequency will not share an FDI index identifier but may share a common PDG. There will only be one frequency per index per PDG. The FTSE s Real-Time indices are disseminated to market participants, including direct clients, distributors and exchanges, through the FTSE Global Distribution Service. ^From 30 November 2009 to 25 January 2010 there will be an overlap of streaming and pulsed dissemination frequency for eighty-nine (89) indices. During this period dissemination frequency will be determined by the PDG in which an index is distributed. From 25 January 2010 to April 25 April there will be an overlap of an additional +700 total return indices. During this period dissemination frequency and TRI value will be determined by the PDG in which an index is distributed. After these dates, there will only be one dissemination frequency and set of values per index. FTSE Distribution Interface (FDI) The FTSE Distribution Interface is a direct connection to the FTSE Real-Time Platform. Client access is provided on a real-time and delayed basis. Under agreed license arrangements, data may be distributed to third parties and/or used for internal purposes. There is no change to how to connect to FDI for streaming service. It is expected over time that there will be increased demand on conductivity as the FTSE Real-Time service expands in number and size of indices. FTSE will provide information on bandwidth requirements upon request. Replay is not supported for the streaming frequency but continues to be available on the 15/60 second interval frequency. There is a historical tick log maintained by FTSE which is available upon request in the event of a reconciliation requirement. The FTSE FDI Real-Time system is supported with a back-up secondary server in the rare event of a primary server failure. The index values that are calculated are seamlessly aligned between the two servers, however it should be noted that the tick counts operate separately and will not align should the secondary server take over. Index updates on the streaming frequency will only be sent when there is a change in index value. This differs from the current pulsed service which automatically sends a message on each pulsed frequency regardless if the index value has changed or not. The pulsed dissemination will continue to disseminate in this manner for both capital and total return indices. High and low daily index values should be express from the highest level of frequency available from FTSE. Clients who do not connect directly to FDI may subscribe to data from any one of a number of Distribution partners offering FTSE real-time index data. 3

4 PRODUCT SPECIFICATION FILE RANGES AND PRODUCT DISTRIBUTION GROUP NAME (PDG) Index Code (FDI) Index Name Start Time* End Time* UKX FTSE :00:00 16:30:00 PDG101 UKXSP FTSE 100 Expiry Index 08:00:00 10:10:00 PDG101 MCX FTSE :00:00 16:30:00 PDG101 MCIX FTSE 250 (Ex.Investment Companies) 08:00:00 16:30:00 PDG101 MCXSP FTSE 250 Expiry Index 08:00:00 10:10:00 PDG101 NMX FTSE :00:00 16:30:00 PDG101 NMIX FTSE 350 (Ex Investment Companies) 08:00:00 16:30:00 PDG101 NMX2710 FTSE 350 Aerospace & Defense (ICB) 08:00:00 16:30:00 PDG101 NMX3350 FTSE 350 Automobiles & Parts (ICB) 08:00:00 16:30:00 PDG101 NMX8350 FTSE 350 Banks (ICB) 08:00:00 16:30:00 PDG101 NMX3530 FTSE 350 Beverages (ICB) 08:00:00 16:30:00 PDG101 NMX1350 FTSE 350 Chemicals (ICB) 08:00:00 16:30:00 PDG101 NMX2350 FTSE 350 Construction & Materials (ICB) 08:00:00 16:30:00 PDG101 NMX7530 FTSE 350 Electricity (ICB) 08:00:00 16:30:00 PDG101 NMX2730 FTSE 350 Electronic & Electrical Equipment (ICB) 08:00:00 16:30:00 PDG101 NMX8980 FTSE 350 Equity Investment Instruments (ICB) 08:00:00 16:30:00 PDG101 NMX6530 FTSE 350 Fixed Line Telecommunications (ICB) 08:00:00 16:30:00 PDG101 NMX5330 FTSE 350 Food & Drug Retailers (ICB) 08:00:00 16:30:00 PDG101 NMX3570 FTSE 350 Food Producers (ICB) 08:00:00 16:30:00 PDG101 NMX1730 FTSE 350 Forestry & Paper (ICB) 08:00:00 16:30:00 PDG101 NMX7570 FTSE 350 Gas Water & Multiutilities (ICB) 08:00:00 16:30:00 PDG101 NMX8770 FTSE 350 General Financial (ICB) 08:00:00 16:30:00 PDG101 NMX2720 FTSE 350 General Industrials (ICB) 08:00:00 16:30:00 PDG101 NMX5370 FTSE 350 General Retailers (ICB) 08:00:00 16:30:00 PDG101 NMX4530 FTSE 350 Health Care Equipment & Services (ICB) 08:00:00 16:30:00 PDG101 NMX3720 FTSE 350 Household Goods (ICB) 08:00:00 16:30:00 PDG101 NMX2750 FTSE 350 Industrial Engineering (ICB) 08:00:00 16:30:00 PDG101 NMX1750 FTSE 350 Industrial Metals (ICB) 08:00:00 16:30:00 PDG101 NMX2770 FTSE 350 Industrial Transportation (ICB) 08:00:00 16:30:00 PDG101 NMX3740 FTSE 350 Leisure Goods (ICB) 08:00:00 16:30:00 PDG101 NMX8570 FTSE 350 Life Insurance/Assurance (ICB) 08:00:00 16:30:00 PDG101 NMX5550 FTSE 350 Media (ICB) 08:00:00 16:30:00 PDG101 NMX1770 FTSE 350 Mining (ICB) 08:00:00 16:30:00 PDG101 NMX6570 FTSE 350 Mobile Telecommunications (ICB) 08:00:00 16:30:00 PDG101 NMX8530 FTSE 350 Nonlife Insurance (ICB) 08:00:00 16:30:00 PDG101 NMX0530 FTSE 350 Oil & Gas Producers (ICB) 08:00:00 16:30:00 PDG101 NMX0570 FTSE 350 Oil Equipment Services & Distribution (ICB) 08:00:00 16:30:00 PDG101 NMX3760 FTSE 350 Personal Goods (ICB) 08:00:00 16:30:00 PDG101 NMX4570 FTSE 350 Pharmaceuticals & Biotechnology (ICB) 08:00:00 16:30:00 PDG101 NMX8730 FTSE 350 Real Estate (ICB) 08:00:00 16:30:00 PDG101 NMX9530 FTSE 350 Software & Computer Services (ICB) 08:00:00 16:30:00 PDG101 UB3300 FTSE 350 SuperSector Automobiles & Parts 08:00:00 16:30:00 PDG101 UB8300 FTSE 350 SuperSector Banks 08:00:00 16:30:00 PDG101 PDG 4

5 UB1700 FTSE 350 SuperSector Basic Resources 08:00:00 16:30:00 PDG101 UB1300 FTSE 350 SuperSector Chemicals 08:00:00 16:30:00 PDG101 UB2300 FTSE 350 SuperSector Construction & Materials 08:00:00 16:30:00 PDG101 UB8700 FTSE 350 SuperSector Financial Services 08:00:00 16:30:00 PDG101 UB3500 FTSE 350 SuperSector Food & Beverage 08:00:00 16:30:00 PDG101 UB4500 FTSE 350 SuperSector Health Care 08:00:00 16:30:00 PDG101 UB2700 FTSE 350 SuperSector Industrial Goods and Services 08:00:00 16:30:00 PDG101 UB8500 FTSE 350 SuperSector Insurance 08:00:00 16:30:00 PDG101 UB5500 FTSE 350 SuperSector Media 08:00:00 16:30:00 PDG101 UB0500 FTSE 350 SuperSector Oil & Gas 08:00:00 16:30:00 PDG101 UB3700 FTSE 350 SuperSector Personal & Household Goods 08:00:00 16:30:00 PDG101 UB5300 FTSE 350 SuperSector Retail 08:00:00 16:30:00 PDG101 UB9500 FTSE 350 SuperSector Technology 08:00:00 16:30:00 PDG101 UB6500 FTSE 350 SuperSector Telecommunications 08:00:00 16:30:00 PDG101 UB5700 FTSE 350 SuperSector Travel & Leisure 08:00:00 16:30:00 PDG101 UB7500 FTSE 350 SuperSector Utilities 08:00:00 16:30:00 PDG101 NMX2790 FTSE 350 Support Services (ICB) 08:00:00 16:30:00 PDG101 NMX9570 FTSE 350 Technology Hardware & Equipment (ICB) 08:00:00 16:30:00 PDG101 NMX3780 FTSE 350 Tobacco (ICB) 08:00:00 16:30:00 PDG101 NMX5750 FTSE 350 Travel & Leisure (ICB) 08:00:00 16:30:00 PDG101 FBRIC FTSE BRIC 50 Index 02:00:00 20:10:00 PDG101 ASCM FTSE Asian Construction & Materials Index 00:00:00 10:02:00 PDG104 ASAT FTSE Asian Autos & Trucks Index 00:00:00 10:02:00 PDG104 ASBA FTSE Asian Banks Index 00:00:00 10:02:00 PDG104 ASBR FTSE Asian Basic Resources Index 00:00:00 10:02:00 PDG104 ASCH FTSE Asian Chemicals Index 00:00:00 10:02:00 PDG104 ASFS FTSE Asian Financial Services Index 00:00:00 10:02:00 PDG104 ASBE FTSE Asian Food & Beverage Index 00:00:00 10:02:00 PDG104 ASHC FTSE Asian Health Care Index 00:00:00 10:02:00 PDG104 ASIG FTSE Asian Industrial Goods & Services Index 00:00:00 10:02:00 PDG104 ASMT FTSE Asian Marine Transportation Index 00:00:00 10:02:00 PDG104 ASOG FTSE Asian Oil & Gas Index 00:00:00 10:02:00 PDG104 ASPH FTSE Asian Personal & Household Goods Index 00:00:00 10:02:00 PDG104 ASPR FTSE Asian Property Index 00:00:00 10:02:00 PDG104 ASRE FTSE Asian Retail Index 00:00:00 10:02:00 PDG104 ASTE FTSE Asian Technology Index 00:00:00 10:02:00 PDG104 ASTC FTSE Asian Telecommunications Index 00:00:00 10:02:00 PDG104 ASTL FTSE Asian Travel Leisure & Media Index 00:00:00 10:02:00 PDG104 ASUT FTSE Asian Utilities Index 00:00:00 10:02:00 PDG104 FH02 FTSE Asiatop Capped Index 01:00:00 11:30:00 PDG104 FH01 FTSE Asiatop Index 01:00:00 11:30:00 PDG104 XIN0 FTSE Xinhua China 25 02:00:00 08:00:00 PDG105 XIN9 FTSE Xinhua China A50 Index 01:30:00 07:00:00 PDG105 FUDP FTSE UK Dividend + 08:00:00 16:30:00 PDG113 RIOB FTSE Russia IOB Index 08:15:00 15:30:00 PDG120 FTSEMIB FTSE MIB Index 08:00:00 16:30:00 PDG127 *Dissemination Start and End Times are GMT or BST during the observance of day light saving time during summer months. 5

6 PRODUCT DISTRIBUTION GROUP NAME PDG Name FTSE Real-Time UK Indices FTSE Asian Sector Indices FTSE Xinhua China Indices FTSE UK Dividend + Index FTSE Russia IOB Index FTSE MIB Index PDG Number PDG101 PDG104 PDG105 PDG113 PDG120 PDG127 *The Product Data Group (PDG) is the grouping of FTSE data products (indices) into logical units. These units are generally based upon FTSE Index Series. The PDG is also the principle, but not exclusive method used on the FDI to request data from FTSE. PRODUCT ATTRIBUTES FTSE REAL-TIME SERVICE The following table shows the data items that are available in the FTSE Real-Time data feed Max Length Real-time data field Description Example Format (Decimals 2 or 6) PDG Number Product Data Group PDG101 String Number Tick= Number of ticks from Integer index open Replay= Real-Time service does False not support replay functionality; 15/60 second pulsed service continues to support replay Data Fields: Currency= Index Base Currency GBP String 3 PrevCloseDate= Previous Close Date Date PrevClose= Previous Close Value Float 2 LastValue= Last value disseminated Float 2 TimeStamp= Time stamp for last value String Date= Date for last value Date Status= Status (e.g. could be N C String 1 Normal, C- Closed, I Indicative, H Held, P Pre market, K part calculated due to market holiday) Change= Change in index value 0.00 Float 2 since open TickCount= Number of ticks from Integer 8 index open IndexCode= FTSE index code UKX String 50 TotalReturnValue=* Last Total Return value Float 2 TRIChange=* Change in total return index value since open 0.00 Float 2 *new data field added to existing FTSE Real-Time service Example: 6

7 Index update for PDG101/UKX:Tick=226444,Replay=False,Fields=[Currency=GBP,PrevCloseDate= ,PrevClose= ,LastValue= ,Date= ,Status=N,Change=0.00,TickCount=226444,IndexCode=UKX,TotalReturnValue= ,TRIChange=0.00] VERSION HISTORY Product Specification Document Version History - (initial version) - FTSE CONTACT DETAILS For FTSE contact details please visit 7

8 APPENDICES Appendix A: Update profile (represents the 88 indices in the index range table) Update Profile Message rate/out :00 01:15 02:30 03:45 05:00 06:15 07:30 08:45 10:00 11:15 12:30 13:45 15:00 16:15 17:30 18:45 20:00 21:15 22:30 23:45 Message rate/out 8