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 can choose between receiving price files stored in folders named according to the ISO Country Code, culled after 20 days and receiving one folder with all price files, culled after 6 days.
No, the Worldwide End of Day Prices only covers listed securities.
If our server goes down you probably won't see your file. However to ensure our clients always get their data in time we have built a mirror from where you can access our services while the server is being fixed.
We recommend you check both servers ftp.exchange-data.net and ftp.exchange-data.com using an ftp client.
As soon as we encounter a technical issue or when we are planning to work on our servers, we email all our clients to inform them.
Futures delivery occurs after a specific data as defined by the exchange. When the buyer of a futures contract decides to take delivery, he will notify the exchange on a defined notice date and will put in arrange to take delivery of the commodity or instrument on a specified delivery date. The seller of the future will be obligated to locate the commodity or instrument and make delivery.
Yes. We check the data and block records from being outputted in case of incorrect ISIN, duplicate SECID and high price fluctuations. We then investigate blocked records, release a new price file with the correction which we re-push to a different section of the FTP account - Repush1, Repush2 or Repush3 folder depending on how many times a file is re-generated.
As per a client's request, EDI generates non-trading day or holiday files. This means that files are available everyday even if the exchange is closed. You will then receive an empty file but the header will clearly note the reason for this blank file.
Non-trading Day: EDI_Prices_P04_YYYYMMDD_NTD
Holiday: EDI_Prices_P04_YYYYMMDD_HOL
For example, the Stock file of the London Stock Exchange on January 1st 2013 would be named GB_XLON_20130101 and the header would say EDI_Prices_P04_20130101_HOL.
If the file is empty and the header if neither _NTD nor _HOL, this means that no trades were made on that exchange for that particular day.
To enable clients to easily identify each security, we have linked the pricing file to our Securities Reference Database. However, as we do not cover the whole universe of asset classes, we sometimes cannot provide reference data.
We investigate any coverage gaps and either add the security to our Securities Reference Data service or provide clients with the exact reason why the fields are not populated for each specific security.
If the VolFlag is set to T, this means the price denomination is Thousands.
In general funds prices are included in the general stock file. However, due to the size of the German market and therefore its price file, we have created a separate file for fund prices. So under the DE folder, clients will find a sub-folder named 'Funds', in which we push the funds pricing files.
EDI does not cover warrants for that exchange.
London Stock Exchange
On the London Stock Exchange, some securities are traded in different currencies which results in multiple rows of data for the same security. It is often the case when a security is traded in both GBP and USD or GBP and EUR.
Thailand Stock Exchange
When a security is traded both on the domestic market and a foreign market, the Thailand Stock Exchange provides both data. Foreign trades are clearly identifiable by the additional 'F' at the end of the local code:
BLAND - Domestic market
BLAND-F - Foreign market
Brazilian and Austrian exchanges
Both exchanges provide prices for the primary security and the fractional one or when settlement has been deferred. You therefore can find duplicate ISIN, but different local codes, with different pricing data. Fractional shares and deferred settlements are clearly indicated in the 'Notes' section of the feed.
The Hong Kong stock exchange omits zeros when displaying TIDM on its website. Therefore a local code such as '00033' will be shown as '33'. However the 5 digit structure used by EDI has been confirmed by the exchange itself to be the correct form.
Some exchanges provide prices information for all the securities listed on the exchange whether the security has been traded or not. In this case you get the last closing information available for all securities.
As per 16th July 2013, the Osaka Stock Exchange has been taken over by the Tokyo Stock Exchange.
Yes the portfolio prices can be done from Sales Support team, not from prices system (old or new). As far as we are aware adjustment factor portfolio is not available.
For some exchanges the prices are available as soon as the market as closed. Prices system will create unconfirmed file using this data. Later on, the exchange will republish the file with any adjustment needed to be done. Once EDI receive those files, confirmed files are generated using that republish data.
The individual exchanges like NYSE, Nasdaq, NYSE Arca and NYSE Amex only report trading that occurs on those individual exchanges. They do not report trading that occurs via the US consolidated tape that link trading with all the exchanges that are part of the Consolidated Tape Association (CTA). By taking only the exchange by exchange file you are missing a potential large portion of activity in stocks if you only take the files from the primary listing market. The US Composite end of day price file represents trading that occurs on all the exchanges that are part of the CTA and we feel that this is what you should use instead of the individual exchanges.
EDI will report the prices in the currency they were traded.
EDI provides hourly FX rates feeds via ftp to clients.
End of Day prices goes back to 1 Jan 2007 unless the exchange started traded on later day then we will have it from that day.
EOD prices are prices as they are reported by exchange.
Currently we don’t have time series database for EOD prices
Please find below link for EOD coverage.
No we have Mutual fund prices for US. US Mutual Fund prices have NAV prices. If the funds are traded on exchange then we will also have exchange traded prices in individual exchange file.
Yes we cover Global ETF prices.
Yes if the exchange is having a public holiday then prices system will generate Holiday file. So the prices system will check the public holiday database before creating the Holiday file.
We don’t have any field which will show the primary exchange for security for prices but we do have primary exchange based on Corporate actions which is available in EOD prices file.
Yes we have Open, High, Low and Close prices for majority of the exchange.
Not for all exchanges. It depends on exchange to exchange as not all exchanges will provide BID and ASK prices as part of EOD prices files.
No we only cover EOD prices.
The prices system will compare todays prices with last traded prices for that security. If the price variations is within allowed percentage then it will be allowed and the security will be available in EOD prices file. If the variations is above or below the allowed percentage then the security will be blocked. The blocked securities will be checked by prices team and if the prices are correct or if prices are incorrect then the team can correct the prices and regenerate the full prices file again for client. The regenerated file will have all the securities which were originally available in the files plus the blocked securities will also be available.
Both prices are valid. Last Done Price is the price at which the ETF was last traded. DClose price is the price that was derived based on methodology. EDI publishes the last traded price (Last Done Price) from the exchange website.