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INTRODUCTION

The Worldwide End of Day Pricing Service comprises Closing Prices, daily, for all World Markets. Since closing price data is produced around the clock and in a large volume, EDI processes and provides each market closing price file as soon as it becomes available. Consequently individual files are provided for a single market and a single market close date. A rolling 10 day period will be available to clients at any given time. A file status browser web page will allow clients to check arability at any time of the day.

 Estimated Availability

After the close of each market, we receive the data and make it available. For more details of individual markets, please see the ETA table .

Retrieving exchange files

The files are made available to subscribing customers through FTP.

FTP server details are as follows:

Primary: ftp.exchange-data.net

Backup: ftp.exchange-data.com

Clients have the choice between receiving price files stored in folders named using the ISO Country Code, culled after 20 days, and receiving one folder with all price files, culled after 6 days.

File Naming convention

Files are prefixed with the ISO Country code of the country of the exchange followed by the SWIFT Market identification code (MIC), and finally the date. For each country there are 3 confirmed files (examples of file names for the London Stock Exchange): 

1)  Confirmed Stock file: <CntryCD>_<MICCode>_YYYYMMDD.ZIP

(e.g. GB_XLON_20071109.ZIP)

2)  Confirmed Index file: <CntryCD>_<MICCode>__IXYYMMDD.ZIP

(e.g. GB_XLON_IX071109.ZIP)

3)  Confirmed Debt file: <CntryCD>_<MICCode>__FIYYMMDD.ZIP

(e.g. GB_XLON_FI071109.ZIP)


Some countries have also 3 extra unconfirmed files:

1) Unconfirmed Stock file: <CntryCD>_<MICCode>__UCYYMMDD.ZIP

(e.g. GB_XLON_UC071109.ZIP)

2)  Unconfirmed Index file: <CntryCD>_<MICCode>__UXYYMMDD.ZIP

(e.g. GB_XLON_UX071109.ZIP)

3)  Unconfirmed Debt file: <CntryCD>_<MICCode>__UFYYMMDD.ZIP

(e.g. GB_XLON_UF071109.ZIP)


Header

1)  Confirmed Stock file:  EDI_Prices_P04_YYYYMMDD

2)  Unconfirmed Stock file:  EDI_Prices_P04_YYYYMMDD

3)  Confirmed Index file:  EDI_Prices_IX_YYYYMMDD

4)   Unconfirmed Index file:  EDI_Prices_UX_YYYYMMDD

5)  Confirmed Debt file:  EDI_Prices_FI_YYYYMMDD

6)   Unconfirmed Debt file:  EDI_Prices_UF_YYYYMMDD

Note:  If file generated for Non-trading day we add ‘_NTD’ at the end of header and same for Holiday we add ‘_HOL’ at the end of header.

For example:

1) Non-trading Day:   EDI_Prices_P04_YYYYMMDD_NTD

2) Holiday:   EDI_Prices_P04_YYYYMMDD_HOL

The date included in the file name is the date of the market close and will always be the same parent filename. It is including for programming convenience as it communicates the market close date directly rather than indirectly via the file name.

   Field Headings

  1. MIC
  2. Pricefilesymbol
  3. Isin
  4. Currency
  5. PriceDate
  6. Open
  7. High
  8. Low
  9. Close
  10. Mid
  11. Ask
  12. Last
  13. Bid
  14. BidSize
  15. AskSize
  16. TradedVolume
  17. SecID
  18. MktCloseDate
  19. Volflag
  20. Issuername OR Indexname
  21. sectycd
  22. SecurityDesc
  23. Sedol™
  24. USCode
  25. PrimaryExchgCD
  26. ExchgCD
  27. TradedValue
  28. TotalTrades
  29. Comment

Note: SEDOL is a registered trademark of London Stock Exchange plc.

For further price type/field definitions and standards used, click here

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