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台灣證券交易所 Market Information: Development of Value- Added Market Information Products Lung Chao Senior Vice President of TSEC.

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Presentation on theme: "台灣證券交易所 Market Information: Development of Value- Added Market Information Products Lung Chao Senior Vice President of TSEC."— Presentation transcript:

1 台灣證券交易所 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 Volume Every 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 Products in Exchanges after Merger & Reorganization( Asia Pacific )

10 Taiwan Stock Exchange Future 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 Exchange Future 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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