Why does the first bar of Eurex symbols show time stamps of several minutes after the 9:00 AM (exchange time) opening?
The Eurex exchange does not allow trading on a Future until all the stocks that make up that particular Future index have begun trading for the day.
Are block trades from LIFFE processed?
No, these trades were most often sent out-of-sequence to the other price data and caused a problem when charting or applying Technical Analysis to these LIFFE contracts. Based on customer input, we have elected to filter them out during real-time hours.
We do plan to support trade conditions (like these block trades) on the desktop in a future version of eSignal. That would enable the end user to determine if they want to see these data types or not and give us more freedom to send more varied types of exchange data.
Do you supply the Bid/Ask sizes for European Equities?
Yes, we do.
Is Market Depth for Xetra and Eurex available?
Not currently but it is on our development list. No specific ETA to report at this time.
Occasionally it appears that one of my European Futures can be a few seconds behind the market, usually during peak times. Why is that?
We currently get our European and SIMEX Futures from a 3rd party provider. We are working to connect directly to each exchange so we can improve performance and better control the data, just like we do with all US exchanges. This project should be completed by early 2004.
What are the exchange codes for European symbols?
To enter a symbol, you will need to know the root symbol, which is followed by a dash and the 3-letter exchange code (Example: BAY-LON for British Airways on the London exchange). Click here for exchange codes.
What type of data is available with the European exchanges?
The eSignal European data offering includes real-time prices for stocks, indices and corporate bonds. European options and Level II data are not available at this time.
What fields are available to support the European data?
The following fields are available for European data (not all fields apply to every exchange):
|Ask % Change
|Bid % Change
|Name Of Instrument
|Tick (+ - + -)
|Currency Codes (New)
|Kassa Price (New) (Germany)
|Mid Price (New) (London)
Is historical data available for all European exchanges?
For Historical Data click here.
Is fundamental data available on all European companies?
No, fundamental data for European companies is not available at this time but should be available soon.
Is a symbol lookup available for European companies?
Yes, there is an alphabetical symbol lookup for European companies. It is broken down by exchange and is alphabetized by company name. To view this page, click here.
Why do I see volume updates on the London exchange after market, but no price changes?
Currently, we don't support after-market prices for the London exchange, but the exchange sends the updated volume as the trades occur. These trades are similar to the Nasdaq Form-T trades and will be available in the future.
What is a Kassa price?
For many illiquid stocks trading on the German exchanges, there can be a set price created when the broker/dealer takes the buy and sell orders in the order book and matches them at a price that gives the greatest amount of turnover. This value is created once a day and is an attempt to show the fair price of the symbol even if there were no trades at that price.
Why is the mid-price not always halfway between the bid and ask prices?
The mid-price is an attempt to show the best value of a stock and is usually the mid-point between the bid and ask prices. It's not calculated by us but sent by the exchange and can be higher or lower than you would expect. This is not an error because the exchange can, at any time, value the stock at something other than the mid-point between the bid and ask.
What is the Description field and how is it different from the Name of Instrument field?
The European data available includes stocks and bonds, so there can be several symbols related to the same company. A company can also trade on more than one European exchange. The Name of Instrument field will generally list the name of the company while the Description field will list additional information, such as the coupon rate of a bond. Although there is a description for most symbols, there can be some without.
Why do I see zero volume for some symbols while it looks as if they are active.
There is a known bug that we are working on where the volume is not showing properly. We believe we have minimized this situation, but it does still exist. This will be fixed soon.
What are ISIN or Sedol numbers and do you support them?
ISIN and Sedol numbers are instrument identifiers that are usually unique and used for
back office order entry and other record-keeping. We don't currently support them although we plan to do so in the future. The root symbol for some securities may include one of these numbers, but we have tried to use local ticker symbology in most cases.
Can I get news on European stocks?
Yes, with a subscription to the news service.
At this time, we are offering equity data from the following exchanges:
Bolsa de Valores de Lisboa e Porto (BVLP) (Lisbon and Oporto Exchange)
Budapest Stock Exchange
Copenhagen Stock Exchange
Deutsche Boerse (Frankfurt/Xetra) (includes Berlin, Bremen, Dusseldorf, Hamburg, Hanover and Munich, plus Neuer Market)
Euronext Exchange (includes Amsterdam, Brussels and Paris)
Helsinki Stock Exchange
Iceland Stock Exchange
Irish Stock Exchange
Italian Stock Exchange
London Stock Exchange
Madrid Stock Exchange
Oslo Stock Exchange
Stockholm Stock Exchange
Swiss Stock Exchange
Warsaw Stock Exchange
Wiener Boerse (Vienna Stock Exchange)
What are the currency codes?
The following is a list of currency codes used in the European prices. Some exchanges can actually have symbols trading in more than one currency:
AUD Australia, Dollar
CAD Canada, Dollar
CHF Switzerland, Franc
DEM Germany, Deutsche Mark
DKK Denmark, Krone
ESP Spain, Peseta
GBP Britain (United Kingdom), British Pound
GBX Britain (United Kingdom), British Pence
HKD Hong Kong, Dollar
IEP Ireland, Pound
INR India, Rupee
ISK Iceland, Kronur
ITL Italy, Lira
JPY Japan, Yen
NOK Norway, Kroner
NZD New Zealand, Dollar
PKR Pakistan, Rupee
PPP Percentage Price (Used for indices without price value)
SEK Sweden, Kronor
THB Thailand, Baht
TWD Taiwan, New Taiwan Dollar
USD United States, Dollar
ZAR South Africa, Rand