November 2006
Beginner
136 pages
4h 32m
English
Content preview from Market Data Explained
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Attribute Definition
Market An alphanumeric string used to identify securities on a
identifier particular market. There are many different schemes in use
to identify securities as well as international standards such
as SEDOL. As a result, cross-referencing between the
various coding schemes is a fundamental requirement for
working with market data.
Pricing fact A wide number of trading facts are used across the industry.
Most commonly used are open, high, low, close, volume, bid,
and ask prices. In order to be meaningful, price values must
always be associated with a particular pricing fact.
Pricing value The actual value associated with a price fact. ...
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