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Published byMonica Merritt Modified over 9 years ago
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台灣證券交易所 Market Information: Development of Value- Added Market Information Products Lung Chao Senior Vice President of TSEC
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Agenda Market Information Classification Data Category in America & Europe Data category in Asia TSEC future plan
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Market Information First class information Raw data Open, high, low, close Second class information Value-added data historical information database trend charts, statistic graph Third class information Works adopted with human knowledge or intellectual spirits
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Market Information Classification in Exchanges Convenience Transmission speed (bandwidth) States of limitation (real time or delayed) Service contents (ex Level I and Level II ) Type of files delivered
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Data Category in America & Europe
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LSE market information price list Unit : GBP
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Data category in Asia
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SSE market information price list Unit : MCY Level 1 Data 1. Open, High, low and last traded price 2. Traded Volume Every 6 seconds update Data is refreshed every 6 seconds. Level 2 Data 1. Every traded information, order Volume 2. 10 Best Bid / offer with volume 3. Total Buy quantity and Total sell quantity Data is refreshed every 3 seconds.
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The Market Information Products in Exchanges after Merger & Reorganization( Asia Pacific )
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Taiwan Stock Exchange Future Plan Merger & Reorganization Taiwan Future Exchange GreTai Securities Market Taiwan Depository & Clearing Corporation Profit-Oriented Company Market Information Category By content (securities, derivative) Level I, Level II
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Taiwan Stock Exchange Future Plan Real-Time Scrip code Open, High, low and last traded price 5 Best Bid / offer with volume Traded Volume Close and last traded quantity Total Buy quantity and Total sell quantity In the future (Level II) 10 best bid/ offer with volume Weighted average price
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Thank You
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