MDDL and the Quest for a Market Data Standard

Elsevier UK Jobcode:QMS Chapter:Index-H6839 31-7-2007 9:21a.m. Page:291 Trimsize:165

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Index 291

convertible securities 72

issuance processes 71–84, 141–2,

176–7, 206

MDDL examples 71–80, 141–8

MDDL versions 30–2, 35–6, 72, 84

see also Bonds

DebtDomain, 80, 82, 200–1, 209–10

DebtIssueData 75–80, 141–4, 147

DebtPricing 199–201

Decimals 37, 39–40, 42

Decision making, concepts 2–3, 5–6, 8,

11–12, 17, 20–1

Delta 217

DemographicClass 31, 209

Denomination 77–9

Denomination definitions 77–9

Denominations 151

Depositories 73, 209

Depth of market (level 2), MDDL

examples, 92–6

DerivativeDomain 38, 148–50, 209

Derivatives 22, 30–2, 36–8, 120–1, 139,

148–50, 175, 209

concepts, 148–50, 175, 209

industry standards 20, 21, 33–4

list 209

MDDL examples 30–2, 85–9, 150–4,

167–71, 200–1, 209

MDDL versions 30–2, 36–8

underlying assets 150–4

see also Futures; Options; Swaps;

Warrants

Development stages, MDDL versions 30–2

Direct bidders, issuance processes 78–84

Discounted bonds see Zero-coupon bonds

Dissemination processes, information

12–15, 17–18, 22, 30, 37–8, 78, 96,

97–8, 136–8, 153, 167, 216–17

DistributionSubclass 127–31

Dividends 128–32, 136

DividendType 132

DJIA (Dow Jones Industrial Average) 86–9

Do data, concepts 8–9

.DOC files 26

Document headers 60–62, 65–6

Document Type Definitions (DTDs) 33

Documentation 32, 205–8, 212

Domains

concepts 36, 37–8, 208–9

list 40, 205–6

MDDL 31–2, 36–8, 208–9

Dow Jones Industrial Average (DJIA) 86–9

Draft versions, MDDL 30–2

DTCC 134

DTDs (Document Type Definitions) 33

Duke Energy Corporation 114–18

Duplicate services, elimination 13–14, 18

Duration 43, 74, 145

EbXML 65, 190–3

ECB (European Central Bank) 52, 173

ECCC (Euroclear/Clearstream Common

Code) 24, 134

ECNs 239

EconomicClass 31, 209

Electronic trading 5–6, 8–9

Elements

naming conventions 65–7

XML basics 25–6, 35–6, 60–1

Empty tags 209

Encryption methods 217–18

End-of-day reconciliations 37–8, 71, 97,

215–17

End-users

market data 11, 12–14, 18, 19–21, 30

Entitlement rights 53

EntityDomain 38, 110–11, 124–5, 209

Enumerations 57–8, 65–6, 68–9, 108,

158–64

Equities 22–3, 23, 30–2, 36–9, 52–4, 73–80,

85, 99–102, 121, 136, 138, 146, 165,

209–10, 216, 219–20

concepts 73–80, 138, 209–10

convertible securities 72

dividends 128–32, 136

issuance processes 71–80

MDDL examples 72–80, 141–2, 165–8,

209–10, 220–1

MDDL versions 30–2, 35–6, 80, 84