MDDL and the Quest for a Market Data Standard

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294 Index

Government bonds 37, 72–80, 139, 206

see also Bonds

Granularity 51–2, 122, 162

GreaterOrEqualTo 154

Grey markets 139

Grid computing, concepts 3

GrossReturn 65

Gzip 215, 217

Harold, Elliotte Rusty 26

Hartley, James 120, 216

Headers, concepts 59–61, 65–9, 79–84,

100–3, 124

Hierarchical structures

data content hierarchy 36, 152, 154

MDDL 35–7, 61, 152, 154, 209

XML basics 26–7, 33, 35–6

High 211–13

High prices 85, 211–13

Historical pricing

MDDL examples 90–2

see also Prices

HolderActionSubclass 131–6

HTML transformation, XML 18, 78

HTTP (Hypertext Transfer Protocol)

184–9, 215–16

Human resources

costs 13, 15, 16–18

data-usage links 12–13, 15–16

selection criteria 15–16

XML market data standard 15–16

Hybrid professionals

background 3

see also Business systems analysts

Hypertext Transfer Protocol (HTTP)

184–9, 215–16

IBAN (International Bank Account

Number (ISO 13616)) 56

IBEI (International Business Entity

Identification (ISO 16372)) 12, 56,

111–16, 128, 175

IBES 110–16

IBID (Interbank BID) 128

IBM 18, 99–102, 114, 181

MQ Series transportation layer 18, 184

Rational Rose Data Manager model

181–2

reconciliation example 99–102

IBOR 128–30

ICMA (International Capital Market

Association) 181

Identification data 6–9, 11–18, 23–4, 26–7,

36–7, 43–4, 49, 50–1, 54, 64, 73–84,

87–97, 100–2, 104, 110–16, 136–9,

175–9

concepts 6–9, 11–18, 23–4, 36–7, 50–1,

54, 73–80, 110–16, 136–9

financial instruments 16, 26–7, 37, 43–4,

49, 50–1, 54, 64, 73–84, 87–97,

100–2, 104, 110–16, 122–3, 136–9

trading venues 54–6, 64, 110–16

see also Reference data

IMEAN 128

IMF (International Monetary Fund) 174

Income funds, investment funds

113–14

IncomeType 154–5

Index futures, MDDL examples

86–90

Index tracker bonds 145–6, 148–52

Index-linked securities 86–90, 126,

140–1, 146–7

concepts 86–90, 126, 140–1, 146–7

MDDL examples 140–1, 146–7

IndexDomain 38, 209

Indication of Interest (IOI) 9

Indicators, concepts 6–9, 31, 38, 126–30,

170–1, 209

IndicatorsDomain 31, 38, 126–30,

170–1, 209

IndicatorsType 122

Indices 39–40, 86–90, 126–9

Industry standards see Standards

IndustryIdentifier 118–19

IndustrySpecificClass 31, 209

Inflation

inflation-protected bonds 126–9

rates 39–40, 126–9, 141