台灣證券交易所 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 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
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
Data Category in America & Europe
LSE market information price list Unit : GBP
Data category in Asia
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 Best Bid / offer with volume 3. Total Buy quantity and Total sell quantity Data is refreshed every 3 seconds.
The Market Information Products in Exchanges after Merger & Reorganization( Asia Pacific )
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
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
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