2012-2013 SSE InfoNet Data
Product Roadmap
SSE InfoNet
2012 / 5
2012-2013 Product Plan
• Level-2 real time data content adjustment
• Fixed-income instrument real time data information
• To setup multi-source data distribution platform
•To support other launch plan for financial instrument
Level-2 data content adjustment
•
To complete Level-2 data product content design and adjustment
•
To launch the product at a later time
•
Order Queue Number can be used to assist rebuilding original order
environment. It can be used to analyze order intention.
New Level-2 Description
• Level-2
Level-2 content
1. Order numbers on buy/sell slots
8. Biggest time gap for continuously
trading
2. Accumulated transactions on buy/sell side
9. 2s’ refresh rate for ETF snapshot from
3s’
3. Accumulated Cancelled Order data
10. Pre-market auction transaction
percentage
4. Accumulated market order transaction data
11.Weighted average price difference
5. Longest order waiting time
12. Market order percentage
6. ETF purchase and redemption data
13. Order price dispersion
7. intensively buy and sell tags in transaction data
4
Real Time Data Evolvement
Year 2010
指数通
Year 2012年
增值包
Year 2012
Year 2012
郑商所
大商所
Year 2006
Level-2
Year2009
A+H
扩充
Year 2010
Level-1
Year 2012
Year 2012
Fixed Income
Master Ref.
Fixed-income data optimization
•
Optimization work for fixed-income instrument platform have been finished. It
will be launch at later this year.
•
According to the CSRC and the internal arrangement, more bond market data be
appropriately added .
Master Reference data
•To comply with internal requirement to make data more accurate and reliable
• To continuously adjust and optimize data contents to make it suitable for
customers.
•Level-2 system will be the only system to provide master reference data
•During the transition phase, overlapping data content will be kept until master
reference data formerly released.
Multi-Source Data distribution Platform
•
•
•
•
•
•
•
Shanghai Stock Exchange
Shengzhen Stock Exchange
Dalian Commodity Exchange
Zhengzhou Commodity Exchange
Shanghai Futures Exchange
China Financial Futures Exchange
Shanghai Securities Depository and Clearing Corporation Ltd.
Current Status
• Only SSE has its windows(CIIS) in Hong Kong.
• China Mainland Capital Market Data have small image
exposed and has small influence
• High cost to connect to different layer of Chinese Capital
Market (spot market, commodities future market and
Financial derivative market)
Market Requirement
• Explore overseas business opportunities for Dalian
Commodity Exchange \ Zhengzhou Commodity Exchange
and other exchanges
• Overseas financial Instrument and Trans-Exchange
financial Instrument
Others Information Work Related
• To support SSE new financial instrument rolling out
etc. High-yield bond product
• To help our investors to get clearer information related to
listed company
• To support SSE listed company with high reliable service.
etc. their investors information to avoid hostile takeover