SuperFeed Market Coverage

Transcription

1 SuperFeed Market Coverage 04 January 2016

2 2016 SR Labs LLC. All rights reserved. No part of this material may be copied, photocopied or duplicated in any form by any means or redistributed without the prior written consent of SR Labs LLC. All third party trademarks are owned by their respective owners and are used with permission. SR Labs LLC and its affiliates do not recommend or make any representation as to possible benefits from any securities or investments, or third-party products or services. Investors should undertake their own due diligence regarding securities and investment practices. This material may contain forward-looking statements regarding SR Labs LLC and its affiliates that are based on the current beliefs and expectations of management, are subject to significant risks and uncertainties, and which may differ from actual results. SR Labs LLC does not guarantee that its products or services will result in any savings or specific outcome. All data is as of January 04, SR Labs LLC disclaims any duty to update this information. SuperFeed/ V2.13 2

3 PREFACE DOCUMENT HISTORY The following table provides a description of all changes to this document. VERSION NO. DATE CHANGE DESCRIPTION /07/2014 Review post exit from /01/2014 US Coverage reviewed /06/2015 EU Coverage Feed Name Updates /10/2015 Coverage Reviewed /01/2016 Coverage Reviewed SuperFeed/ V2.13 3

4 CONTENTS PREFACE... 3 Document History... 3 CONTENTS INTRODUCTION SUPER U.S. AND ROADMAP SuperFeed US Market Coverage SuperFeed US Market Coverage - CANADA SUPER EUROPE AND ROADMAP SuperFeed Europe Market Coverage SuperFeed/ V2.13 4

5 1. INTRODUCTION This document lists the current feeds available using SuperFeed globally. To view any of the mapping guides or feed specifications please reach out to your SR Labs Sales Representative. SuperFeed/ V2.13 5

6 2. SUPER U.S. AND ROADMAP 2.1 SUPER US Table 1 SuperFeed US Market Coverage SOURCE NAME ASSET CLASS EXCHANGES BATS BATS Z Multicast PITCH LISTINGS BATS US Yes* (Generated) ORDER BOOK OTHER Yes Yes BATS BATS Y Multicast PITCH BATS US Yes* (Generated) Yes Yes BATS Direct Edge Depth of Book Direct Edge A & X US Yes* (Generated) Yes Yes CBOE Market Data Indices (MDI) Indices Equity Index Futures Equity Index Futures No No No Indices CBOE CBOE Streaming Markets (CFE) Chicago Futures CFE CME Group CME MDP Options, Futures, Indices CME NYMEX COMEX N/A Yes Yes Yes (some products have book available) Indices SuperFeed/ V2.13 6

7 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK OTHER CBOT KCBOT Dow Jones S&P Indices FINRA TRACE BTDS Fixed Income FINRA TRACE ATDS Fixed Income FINRA TRACE SPDS Fixed Income N/A N/A No Yes No N/A N/A No Yes No N/A N/A No Yes No ICE ICE Impact ICE Canada ICE Canada ICE US ICE US ICE Europe ICE Futures Europe - Financials ICE Futures Europe - Commoditie s US Yes* (Generated) No Yes (Market Maker Book) Security Status SuperFeed/ V2.13 7

8 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK OTHER Mutual Fund Disseminati on Service Mutual Funds Mutual Funds, Money Market Funds Mutual Funds, Money Market Funds No No No Mutual Funds, Money Market Funds OMDF ADF/FINRA Yes No No OMX Global Index Disseminati on Service Equity Indices No No No Indices OTC Montage Data Feed ADF Yes* (Generated) No Yes (Market Maker Book) Total- ITCH BX Totalview PSX Totalview US No Yes Yes Imbalances BX US No Yes Yes Imbalances PSX US No Yes Yes Imbalances Last Sale US No Yes No No SuperFeed/ V2.13 8

9 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK OTHER QBBO US Yes No No Market Status UTP All Regional s Yes Yes No Security Status UTP / FINRA - OTCBB OTCBB OTCBB No Yes Yes (one entry per market maker) CTA (CQS/CTS) All Regional s, MKT, ARCA Yes Yes No Indices, Security Status Global Index Feed Equity Indices Euronext N/A No No No Indices Alerts No No No Market Imbalances, Security Status BBO Yes No No LRP No No No LRP OpenBook No No Yes SuperFeed/ V2.13 9

10 SOURCE NAME ASSET CLASS EXCHANGES OpenBook Ultra LISTINGS ORDER BOOK OTHER No No Yes Order Imbalances No No No Imbalances SuperBook Top of Book All Regional s US Yes No No Synthetic Feed N/A Filtered US Equity Trades All Regional s US No Yes No Synthetic Feed N/A Trades No Yes No MKT MKT OpenBook MKT MKT Yes No Yes MKT MKT OpenBook Ultra MKT MKT Yes* (Generated) No Yes MKT BBO MKT MKT Yes No No N/A MKT Trades MKT MKT No Yes No No MKT MKT Order Imbalances MKT MKT No No No Order Imbalances SuperFeed/ V

11 SOURCE NAME ASSET CLASS EXCHANGES LISTINGS ORDER BOOK OTHER MKT Alerts MKT LRP MKT MKT No No No LRP Arca Arca Arca BBO Arca Trades ARCA US Yes No No ARCA US No Yes No Arca ArcaBook ARCA US ArcaEdge No No Yes ArcaBonds Arca Arca Bonds Bonds ARCA ARCA Yes No OPRA OPRA Equity Options All Regional s US OTC Markets Realtime Equity OTC Markets OTC Markets OTC Markets Realtime Equity OTC Markets OTC Markets No Yes Yes SuperFeed/ V

12 2.2 SUPER US - CANADA Table 2 SuperFeed US Market Coverage - Canada SOURCE NAME ASSET CLASS EXCHANGE S LISTINGS ORDER BOOK OTHER TSX TSX / TSX Venture L1 Toronto, Toronto Venture TL1/CL1 Yes Yes No Corporate Actions, Indices, MOC Imbalance, Security Status TSX TSX / TSX Venture L2 Toronto, Toronto Venture TL2/CL2 No Yes Yes Security Status, MOC TMX CDF CBBO All Canadian s / ATSS TMX CDF CLS All Canadian s / ATSS All Canadian s / ATSS All Canadian s / ATSS Yes No No No Yes No Alpha Alpha SuperFeed/ V

13 SOURCE TMX NAME CDF ASSET CLASS EXCHANGE S LISTINGS ORDER BOOK OTHER Aequitas Aequitas Omega Omega Chi-X Chi-X Pure Pure CNSX CNSX ICX ICX No Yes No LIQUIDNET LIQUIDNET No Yes No TRIACT/MA TCHNOW TRIACT/MA TCHNOW No Yes No TMX TMX TMX Venture TMX Venture TMX Select TMX Select SuperFeed/ V

14 3. SUPER EUROPE AND ROADMAP 3.1 SUPER EUROPE Table 3 SuperFeed Europe Market Coverage SOURCE NAME ASSET CLASS EXCHANGES Athens Athens OASIS (ATHEX), Indices,, Warrants Athens, Cyprus SUPER PRODUCT Athens Athens Athens Athens Athens Warrants Cyprus ORDER BOOK SuperFeed/ V

15 SOURCE NAME ASSET CLASS EXCHANGES SUPER PRODUCT ORDER BOOK AQUIS AQUIS AQUIS MTF AQUIS MTF BATS Europe BATS Europe Multicast PITCH European Primary Market BATS Europe BATS Europe Yes Yes Yes BATS CHI-X Multicast PITCH European Primary Market CHI-X CHI-X Bolsas y Mercados Españoles SIBE LEVEL 2 PLUS Madrid, Barcelona, Bilbao, Valencia BME Plus BME Plus Yes Yes Yes MEFF MEFF MEFF MEFF Borsa Italiana (London Group) BIT Millenium ITCH LSE GTP, Borsa Italiana Borsa Italiana MTA, Sedex, MTA & ETF Plus Borsa Italiana MTA, Sedex, MTA & ETF Plus Yes Yes Yes SuperFeed/ V

16 SOURCE NAME ASSET CLASS EXCHANGES SUPER PRODUCT ORDER BOOK IDEM IDEM Budapest ADH Budapest Budapest Budapest CME Group CME MDP Options, Futures, Indices CME NYMEX COMEX CBOT Dow Jones CME, NYMEX, COMEX, CBOT, Dow Jones, S&P Indices Level 1 or Yes Yes Yes (some products have book available) S&P Indices Deutsche Börse CEF Core, Eurex, TradeGate, Regional s Germany (Berlin, Eurex Eurex Eurex Options TradeGate No Yes No SuperFeed/ V

17 SOURCE NAME ASSET CLASS EXCHANGES Hamburg- Hannover, Dusseldorf, Munich), Xetra ETF, Deutsche Börse Indices SUPER PRODUCT Regional s Germany Deutsche Börse Indices & Xetra ETFs ORDER BOOK No No No Xetra Ultra, Indices, Options Xetra Ultra Products, Irish Ultra Xetra Ultra Xetra Ultra Irish Ultra+ Irish Ultra+ Euronext Universal Trading Platform Market Data Feed, Warrants, Indices, Amsterdam, Brussels, Paris, Lisbon, London Euronext Cash Euronext Cash Euronext All Indices Yes Yes Yes No No No SuperFeed/ V

18 SOURCE NAME ASSET CLASS EXCHANGES FTSE RussellTick Equity Indices Global Russell Indices SUPER PRODUCT Euronext Commodity Euronext Equity Index Euronext Currency FTSE RussellTick ORDER BOOK No No No Istanbul Istanbul TIP Istanbul Istanbul Istanbul Istanbul Fututres & Options Market (VIOP) Istanbul F&O Istanbul F&O SuperFeed/ V

19 SOURCE NAME ASSET CLASS EXCHANGES Johannesburg JSE Millenium ITCH Johannesburg SUPER PRODUCT ORDER BOOK JSE JSE Yes Yes Yes London Millennium ITCH UK & International London LSE UK Level 1 LSE UK Level 2 LSE International Level 1 LSE International Level 2 LSE European Level 1 LSE European Level 2 SuperFeed/ V

20 SOURCE NAME ASSET CLASS EXCHANGES Moscow Moscow Moscow SUPER PRODUCT Moscow ORDER BOOK Moscow FORTS FORTS UTP All Regional s UTP FINRA SPDS, BTDS, ATDS SPDS, BTDS, ATDS Yes* (generated) No Yes (Market Maker Book) OMX INET ITCH Multicast, Bonds, OMX Nordic (holm, Copenhagen, Riga, Tallinn, Vilnius) OMX Nordic Total OMX Nordic Total Yes Yes No CTA (CQS/CTS) All Regional s, MKT Trades No Yes No OPRA OPRA Equity Options All Regional s US SuperFeed/ V

21 SOURCE NAME ASSET CLASS EXCHANGES Oslo Millennium ITCH Oslo SUPER PRODUCT Oslo ORDER BOOK SIX Swiss SWX MDI SIX Swiss SIX Swiss SIX Swiss Yes Yes Yes The ICE ICE Impact ICE US ICE Futures US ICE Canada ICE Futures Canada ICE Europe ICE Futures Europe - Financials ICE Futures Europe Commodities SuperFeed/ V

22 SOURCE NAME ASSET CLASS EXCHANGES Tel Aviv TASE Data Feed Tel Aviv SUPER PRODUCT Tel Aviv Tel Aviv ORDER BOOK Turquoise Turquoise Millennium ITCH European Primary Market Turquoise Turquoise Yes Yes Yes TSX CDF Toronto, Toronto Venture TL1/CL1 Warsaw (WSE) Warsaw UTP, Indices Warsaw Warsaw Warsaw SuperFeed/ V

23 SOURCE NAME ASSET CLASS EXCHANGES SUPER PRODUCT Warsaw Warsaw ORDER BOOK Wiener Borse (Vienna ) ADH Vienna, Prague, Ljubliana Vienna Vienna Prague Prague Ljubliana SuperFeed/ V

24 SOURCE NAME ASSET CLASS EXCHANGES SUPER PRODUCT ORDER BOOK OTC Data (WBAG and LJSE) Yes No No SuperFeed/ V