Market Data Explained (eBook)

A Practical Guide to Global Capital Markets Information

Marc Alvarez (Autor)

eBook Download: PDF

2011 | 1. Auflage
136 Seiten
Elsevier Science (Verlag)
978-0-08-046578-4 (ISBN)

Infos

This book is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as market data, the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today's business environment.

The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model - a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops.

Special features:

1. Uniqueness - this is the first comprehensive catalog and taxonomy to be made available for a business audience
2. Industry Acceptance - the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms
3. Comprehensiveness - there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources
4. Independence - the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry

*First and only single, comprehensive desk reference to market data produced by the global capital markets on a daily basis
*Provides a comprehensive catalog of the market data and a common structure for navigating the complex content and interrelationships
*Provides a common taxonomy and naming conventions that handles the highly varied, geographically and language dependent nature of the content

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Market Data Explained is intended to provide a guide to the universe of data content produced by the global capital markets on a daily basis. Commonly referred to as "e;market data, the universe of content is very wide and the type of information correspondingly diverse. Jargon and acronyms are very common. As a result, users of marker data typically face difficulty in applying the content in analysis and business applications. This guide provides an independent framework for understanding this diversity and streamlining the process of referring to content and how it relates to today's business environment. The book achieves this goal by providing a consistent frame of reference for users of market data. As such, it is built around the concept of a data model a single, coherent view of the capital markets independent of any one source, such as an exchange. In particular it delineates clearly between the actual data content and how it is delivered (i.e., realtime data streams versus reference data). It shows how the data relates across the universe of securities (i.e., stocks, bonds, derivatives etc.). In this way it provides a logical framework for understanding how new content can be added over time as the business develops. Special features: 1. Uniqueness this is the first comprehensive catalog and taxonomy to be made available for a business audience 2. Industry Acceptance the framework described in this book is implemented as a relational data model in the industry today and used by blue chip multinational firms 3. Comprehensiveness there are no arbitrary distinctions made based on asset class or data type (the legacy approach). The model presented in this book is fully cross asset and makes no distinction between data types (i.e., realtime versus historical/reference data) or sources 4. Independence the framework is an independent, objective overview of how the data content integrates to provide a coherent view of the data produced by the global capital markets on a daily and intra-day basis. It provides a logical framework for referring to the content and entities that are so intrinsic to this industry- First and only single, comprehensive desk reference to market data produced by the global capital markets on a daily basis- Provides a comprehensive catalog of the market data and a common structure for navigating the complex content and interrelationships- Provides a common taxonomy and naming conventions that handles the highly varied, geographically and language dependent nature of the content

Inhalt

Front Cover 1
Market Data Explained: A Practical Guide to Global Capital Markets Information 4
Copyright Page 5
Contents 6
List of figures and tables 7
Series Editor’s Preface 8
1 Introduction 10
About data models 11
About data sources 12
Scope of this guide 13
Standards and conventions 14
2 Conceptual framework 18
Basic structure 19
Global capital markets data framework 25
'Market' versus 'Reference' data 28
3 Reference data 30
Reference data logic 31
Reference data in the framework 38
4 Business data 40
Global business data types 42
Asset-specific business data 67
5 Static data 90
Global static data 91
Data type-specific 92
6 Logical data dictionary 94
Market data class: reference data 95
Market data class: business data 100
Index 134
A 134
B 134
C 134
D 134
E 134
F 134
G 134
H 134
I 134
L 134
M 135
O 135
P 135
Q 135
R 135
S 135
T 135
U 135
V 135
W 135

Produkt-Details

• Erscheint lt. Verlag: 1.4.2011
• Sprache: englisch
• Themenwelt: Sachbuch/Ratgeber
• Themenwelt: Mathematik / Informatik ► Informatik ► Datenbanken
• Themenwelt: Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
• Themenwelt: Betriebswirtschaft / Management ► Spezielle Betriebswirtschaftslehre ► Bankbetriebslehre
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Finanzwissenschaft
• Themenwelt: Wirtschaft ► Volkswirtschaftslehre ► Makroökonomie
• ISBN-10: 0-08-046578-1 / 0080465781
• ISBN-13: 978-0-08-046578-4 / 9780080465784