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Market Information: Development of Value-Added Market Information Products

Market Information: Development of Value-Added Market Information Products. Lung Chao Senior Vice President of TSEC. Agenda. Market Information Classification Data Category in America & Europe Data category in Asia TSEC future plan. Market Information. First class information Raw data

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Market Information: Development of Value-Added Market Information Products

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  1. Market Information: Development of Value-Added Market Information Products Lung Chao Senior Vice President of TSEC

  2. Agenda • Market Information Classification • Data Category in America & Europe • Data category in Asia • TSEC future plan

  3. 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

  4. 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

  5. Data Category in America & Europe

  6. LSE market information price list Unit：GBP

  7. Data category in Asia

  8. SSE market information price list Unit： MCY Level 1 Data 1. Open, High, low and last traded price 2. Traded VolumeEvery 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.

  9. The Market Information Productsin Exchanges after Merger & Reorganization( Asia Pacific )

  10. Taiwan Stock ExchangeFuture 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

  11. Taiwan Stock ExchangeFuture 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

  12. Thank You

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