09:07 AM
MARKET DATA
Iverson Financial Systems has released its new Amex ETF Monitor service, a published composition of all North American-listed exchange-traded funds. The file will include the daily list of underlying shares and cash components published for the creation/redemption of each ETF. The Amex EFT Monitor service is available to all Amex member firms and other users and developers of ETF-trading and portfolio-benchmarking applications. The service includes all relevant ETF-constituent data, such as the most current trade-date-share quantities, component weighting, cash components and net-asset value for more than 100 listed ETFs.
Eurex Bonds, the electronic fixed-income marketplace established by the German derivatives exchange, will offer users real-time trading data and indices. The market-data package will include currently tradable best-ask and best-bid prices and trading data for completed transactions. The data will be distributed over dealing screens starting Sept. 2. Eurex Bonds also plans to partner with Deutsche Borse to offer real-time indices based on best-bid and best-ask prices and last market prices of completed trades in fixed-income securities. The Eurex Bonds price data is distributed by the Deutsche Borse Information Products Division through the Consolidated Exchange Feed data-distributed system. The data will be available free of charge to subscribers through February 2003.
Hong Kong Exchanges and Clearing Limited is posting Exchange News on its Web site after the news is disseminated through the Stock Exchange's Third Generation Automatic Order Matching and Execution System. The Exchange News will include information on short-selling turnover, new options series, manual transactions for Equity Linked instruments and derivative warrants, Exchange Fund Note data, closing bid and ask quotes for Hong Kong stocks trading in London and last sale prices of Hong Kong stocks traded in the United States. This information was previously available on HKEx Web site after the close of the market, where as now it will be available immediately after it appears on the order matching and execution system. The Exchange News can be accessed through Trading News in the Cash Market Trading Information section of the HKEx Web site.
The Chicago Mercantile Exchange is now offering CME E-history, a fee-based service automating the process of supplying users with historical price data for CME futures and options on futures. The information will be available through the CME Web site and will initially cover time and sales data from 1992 to the present, but over time the full CME E-history implementation will include time and sales, end-of-day and spread data back 25 years. The service will also allow users to request historical data once and receive it automatically according to user-defined frequency. The pricing of the data will depend on the extent of the information requested and will be offered through monthly, weekly and daily pricing packages.