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2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5.

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Presentation on theme: "2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5."— Presentation transcript:

1 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

2 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

3 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.

4 New Level-2 Description Level-2 4 Level-2 content 1. Order numbers on buy/sell slots8. Biggest time gap for continuously trading 2. Accumulated transactions on buy/sell side9. 2s’ refresh rate for ETF snapshot from 3s’ 3. Accumulated Cancelled Order data10. Pre-market auction transaction percentage 4. Accumulated market order transaction data11.Weighted average price difference 5. Longest order waiting time12. Market order percentage 6. ETF purchase and redemption data13. Order price dispersion 7. intensively buy and sell tags in transaction data

5 Real Time Data Evolvement Year 2006 Level-2 Year2009 A+H Year 2010 Level-1 Year 2012 年 增值包 Year 2012 Fixed Income Year 2012 Master Ref. Year 2012 大商所 Year 2012 郑商所 扩充 Year 2010 指数通

6 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.

7 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.

8 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.

9 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)

10 Market Requirement Explore overseas business opportunities for Dalian Commodity Exchange \ Zhengzhou Commodity Exchange and other exchanges Overseas financial Instrument and Trans-Exchange financial Instrument

11 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

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