Market Data Explained: A Practical Guide to Global Capital by Marc Alvarez

By Marc Alvarez

This publication is meant to supply a consultant to the universe of information content material produced via the worldwide capital markets every day. usually often called "market data", the universe of content material is particularly huge and the kind of info correspondingly diversified. Jargon and acronyms are quite common. accordingly, clients of marker info more often than not face trouble in utilising the content material in research and enterprise functions. This consultant presents an self sustaining framework for realizing this variety and streamlining the method of relating content material and the way it pertains to trendy enterprise environment.The ebook achieves this aim through delivering a constant body of reference for clients of marketplace facts. As such, it really is outfitted round the thought of a knowledge version - a unmarried, coherent view of the capital markets self sufficient of anyone resource, similar to an alternate. specifically it delineates truly among the particular information content material and the way it really is introduced (i.e., realtime information streams as opposed to reference data). It indicates how the information relates around the universe of securities (i.e., shares, bonds, derivatives etc.). during this manner it presents a logical framework for realizing how new content material will be further through the years because the company develops.Special features:1. strong point - this is often the 1st entire catalog and taxonomy to be made on hand for a enterprise audience2. recognition - the framework defined during this booklet is applied as a relational information version within the at the present time and utilized by blue chip multinational firms3. Comprehensiveness - there are not any arbitrary differences made in line with asset classification or info kind (the legacy approach). The version awarded during this e-book is totally go asset and makes no contrast among facts forms (i.e., realtime as opposed to historical/reference info) or sources4. Independence - the framework is an self reliant, target evaluate of ways the information content material integrates to supply a coherent view of the information produced via the worldwide capital markets on a regular and intra-day foundation. It presents a logical framework for concerning the content material and entities which are so intrinsic to this undefined *First and in simple terms unmarried, entire table connection with marketplace facts produced by means of the worldwide capital markets on an everyday basis*Provides a finished catalog of the marketplace information and a typical constitution for navigating the advanced content material and interrelationships*Provides a typical taxonomy and naming conventions that handles the hugely different, geographically and language based nature of the content material

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Additional info for Market Data Explained: A Practical Guide to Global Capital Markets Information. (The Elsevier and Mondo Visione World Capital Markets)

Example text

Examples include: • tick-by-tick • daily • weekly • monthly • quarterly • yearly 6. Price type – the convention, if any, under which the price is quoted. Examples include: • nominal, as reported • quoted with interest • etc. etc. More complete definitions for each of these attributes are given in the data dictionary in Chapter 6. For realtime applications, this content is pretty much one-dimensional. The application simply displays the latest value received from the datafeed, giving the user a direct connection to activities in the market.

Asset details – representing the financial value of what the firm owns 2. Liabilities – legal financial obligations that the firm holds 3. e. shareholders) plus any retained earnings (or losses) 4. Reserves – cash and other cash-like securities that are held in reserve against future liabilities or other obligations 5. Investments – reflecting the value of money invested elsewhere and the associated rate of return (or lack thereof), which affects the net worth of the firm. Cash flows Cash flow statements provide details on the company’s ability to generate net cash to run and reinvest in the business.

Business data 43 For the purposes of this guide, this content set is grouped into the following logical subtypes: 1. Pricing data – attributes that indicate the economic value placed on an individual security by participants in the market. A host of factors affect the value, ranging across the content described here. Pricing data has two subtypes: • end of day – pricing values recorded at the end of day to provide a benchmark for a variety of functions • time and sales – time-indexed records of pricing values and counterparties recorded over the course of the trading day 2.

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