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Enterprise Data Solutions | Monthly Newsletter
What's New? May 2023
These monthly updates are for you – a member of the Refinitiv Enterprise Data community.
Read on to learn more about the solutions you use and to engage with fresh insights to
help you deliver value for your business.
What's New? | Refinitiv wins more awards!

Refinitiv has won three awards at this year’s Inside Market Data and Inside Reference Data Awards:

Best Low Latency Provider

Most Innovative Market Data Project for Real-Time – Optimized

Best Market Data Provider (vendor) for Real-Time Market Data

We’re very excited by these wins, of course – but we know that it’s our customers who really enable us to achieve these successes. So, thank you!

What's New? | Enhanced capture for PCAP data

Tick History – PCAP has upgraded its capture technology for all CME Globex data feeds. With Layer 1 networking devices now in use, data is timestamped and captured within 95 nanoseconds of delivery. This new design mirrors the GLink coming from CME to provide precise representation of the market. Additionally, White Rabbit time synchronization has been deployed to the site, improving time synchronization accuracies nearly seven-fold. Data is available with this upgrade as of May 2023.

What's New? | More new data from Real-Time

Over the past few weeks Refinitiv has enriched three data sets to better support the firms that engage with this data, including:

  • Enhanced Thai Data – Stock Exchange of Thailand (SET) and the Thailand Futures Exchange (TFEX) migrated to an ITCH market data feed to deliver latency and data service improvements. SET also introduced 10 levels of orderbook (from the previous 5 levels). Refinitiv introduced a number of enhancements with this feed migration, including (for SETS) auction imbalance volume, NVDR status, IPO price and asset ratio. A flag was provided on TFEX to identify when a trade is a strategy/combination trade. The MyRefinitiv data notifications are SET: DN203209; TAIFX: DN203222.

  • Improved Nordic Data – Refinitiv has enhanced the current Nasdaq Nordic GCF offering by introducing a number of FID changes and additions:
  • Margin price published in SETTLE (70) with SETL_TYPE (6513) showing PRE on receipt of the evening message
  • Strategies Leg Buy and Sell FIDs.
  • TR_TRD_FLG (FID 13432) showing the enumerated normalised trade category.
  • MIC codes for Auction On Demand and Nordic at MID trades.
  • PROV_SYMB (3422) holding the primary trade symbol from the matching system and the introduction of Block trade FIDs.

  • The MyRefinitiv data notification is located at: DN205981.
Interested to learn more about key updates and new capabilities?

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WEBINAR
What does it take to achieve high quality data?: Why pristine PCAP data and low latency feed handlers matter 

Wednesday, June 28  |  14:00 BST / 09:00 EDT

The need for high quality exchange data, either raw or lightly normalised, has never been greater than it is today. Join our experts as we explore how to capture the highest quality data - that is accurate, usable, accessible, with low latency - ready to deploy across the wide variety of your firms use cases.


ON-DEMAND WEBINARS
Market data in the cloud: Fuelling the next generation of data delivery solutions

Jason West, Head of Real-Time Managed Services recently joined a panel of experts for a webinar hosted by A-Team Insight. The webinar explored market data in the cloud, and detailed the pros and cons of next-generation data delivery solutions.

FRTB Implementation in APAC: An industry update and what is left to do

This recorded webinar provides an industry update on FRTB implementation across APAC jurisdictions. It highlights what is left to do, identifies the toughest outstanding challenges and some best practice responses for firms.


BLOGS
How can symbology transform the trade life cycle?

This new blog, by Laura Stanley, Director of Symbology at LSEG, explains what symbology is and gives an overview of the different ways in which firms can engage with identifiers such as RICs, PermID, SEDOL, ISIN and LEIs to improve data management and innovate.



Data quality: The value of low latency PCAP captures 

Packet captured (PCAP) data needs to be of high quality to meet the demands of today’s use cases. This blog explores what the critical quality components are for PCAP data, how Tick History – PCAP delivers on these requirements, and how LSEG will be investing in Tick History – PCAP to expand coverage and make ongoing improvements.


eBook

THE DEVELOPER COMMUNITY | Informative articles to support your team
Below are links to articles selected by the Developer Community for this newsletter.


Refinitiv Academy | Find instructor-led training
The Refinitiv Academy provides training on your Refinitiv solutions through hands-on, live access to Refinitiv experts. Find the courses that are right for you and your team.