LSEG Logo
Data & Feeds | Monthly Newsletter
What's New? November 2023
These monthly updates are for you – a member of the LSEG Data & Feeds 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.
Share your feedback
Your feedback is important to us to ensure these newsletters remain relevant and valuable to you. Please take a minute to share your opinion.
KEY UPDATES
Interested to learn more about key updates and new capabilities?
What's New? | Tick History – S3 Direct makes data storage and download simple

Access LSEG Tick History via LSEG’s S3 Direct buckets on AWS to collect and download data to your S3 buckets. LSEG will keep a copy of the data in the S3 buckets so that it can be downloaded again. This new persistent storage capability helps firms manage large data volumes and lowers the total cost of ownership.
What's New? | Tradeweb and LSEG renew data agreement

In late October, Tradeweb – a leading, global operator of electronic marketplaces for rates, credit, equities, and money markets – announced that it had renewed its market data licensing agreement with LSEG Data & Analytics to distribute Tradeweb market data through LSEG’s Data & Feeds and Workspace. As a result of the deal, Tradeweb and LSEG Data & Analytics plan to collaborate on new use cases.
What's New? | Data that moves the markets

Discover the added value created by combining Machine Readable News with some of our other flagship solutions. Specifically, by working with Quants products to empower quants and data scientists to achieve more. Or integrating with Tick History & Real-Time – Optimized products to empower customers by providing a fuller picture. From exploiting signals in news, mitigating risk, using sentiment to your advantage, to research, backtesting and market surveillance. 


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

Over the past month, Real-Time Data has added or enhanced several data feeds. These include:
  • Tradeweb – The onboarding of end-of-day Tradeweb bond liquidity scoring, including minor instrument reference data, has now been completed.  In addition, navigation chain and symbol list RIC support has been included. More information can be found in DN207948.
  • Cboe Europe Derivatives – Cboe Europe Derivatives (CEDX) has expanded its market by introducing single stock options on leading European companies. The new single stock options have now been onboarded onto Real-Time. Please refer to the DN207916 for further details.
  • Mongolia Stock Exchange (MSE) – The feed migration improvement work for MSE has now been completed. MSE stocks and indices now update at a two-minute frequency during the exchange trading hours. Please refer to DN207649 for further details.
  • Stock Connect Content Enhancements – Shanghai-Hong Kong Stock Connect and Shenzhen-Hong Kong Stock Connect are cross-boundary investment channels that connect the Shanghai Stock Exchange/Shenzhen Stock Exchange and the Hong Kong Exchange (HKEx). Under the program, investors in each market can trade shares on the other market using their local brokers and clearing houses. In November, a further three content enhancements have been delivered to further extend our data coverage for Stock Connect:
  • Top 10 Most Actively Traded Stocks – HKEx publish the top 10 most actively traded stocks in northbound and southbound in SH-HK & SZ-HK Stock Connect on the exchange website. This is used to display the same data on our products from the subscription files released by HKEx. The top 10 stock list is end of day data which will update between 9:30 and 11:00 AM GMT. For more information, please see DN207908, DN207883, and DN207981.
  • Northbound/Southbound Net Buying and Money Flow – A set of new RICs is now supported to display the aggregated daily quota limit, daily quota balance, money flow and aggregated buy/sell/total turnover and net buying for northbound & southbound trading in SH-HK & SZ-HK Stock Connect. For more information, please see DN208144, DN207840, and DN208086.
  • Exchange Traded Fund Turnover (ETF) Support – End of day ETF turnover data is now supported in a new set of RICs. For more information, please see DN207868 and DN207727.
Complete the form to request a call-back.


By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about events, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.
NEW INSIGHTS
WHITEPAPER
A look under the bonnet of the world’s largest economy 

This whitepaper – developed in partnership with Fathom Consulting – explores why the US economy has demonstrated greater resilience to external shocks than other developed economies over the past two decades.

Fathom Consulting has used LSEG’s subnational US economic data to explore how the country’s diverse economy manages to bounce back.

BLOGS
High quality data, reduced TCO: Cloud native Tick History – PCAP

This new blog highlights how firms can reduce the TCO of historical packet capture (PCAP) data by working with LSEG Tick History – PCAP stored in the cloud with AWS S3 Direct. The blog analysed the TCO for capturing and storing eight of the top global futures exchanges and identified that with the Tick History – PCAP and AWS S3 Direct solution, firms can reduce their monthly TCO by close to 80%.

Economic surprises: how they impact different equity indices

How do different equity indices react to economic data surprises, such as inflation or employment numbers? This blog performs analysis of potential connections across a range of equity indices.

ARTICLES
Are you prepared for another credit crunch?

Given the current levels of geopolitical risk, rising inflation and high interest rates around the globe, another credit crunch is looking more likely. Read about the outlook for commercial real estate (CRE) lending, mortgage-backed securities (MBS) and collateralised loan obligations (CLOs).

Managing Risk in Fixed Income Portfolios

This article explores the current risks for fixed income portfolios, due to the high number of unexpected events that have hit those markets in 2023. It also investigates how analytics can help investment managers better navigate the dangers that might be ahead.

VIDEO
FACTSHEET
Cloud-based market data

A new video from LSEG highlights the benefits of Real-time – Optimized, our popular all-trade, quote-conflated, cloud-based solution. It can be applied to a variety of use cases across the front, middle and back offices.

StarMine SmartEconomics® model

Find out how StarMine SmartEconomics takes StarMine’s proprietary SmartEstimates® methodology, applies it to economic data and a variety of asset classes, and produces a SmartEconomics forecast that is more accurate than the simple consensus forecast.

EXPERT TALK
RESEARCH
Point-in-time data: More relevant than ever

Developing data sets for training machine learning programs can be challenging. For example, survivorship bias and look-ahead bias can undermine the accuracy of model results. Working with high quality point-in-time data can help overcome these issues.

How factor models outpaced equity markets through Q3 2023

This analysis shows how StarMine models – including the Analyst Revision Model, the Combined Alpha Model, Relative Valuation and Value Momentum – were consistent contributors to long-only outperformance across all regions.

RECENT WEBINARS
ON-DEMAND
FRTB implementation in the United States

Watch experts from LSEG, Bank of America and CIBC discuss the current state of play for implementation of the Basel Committee’s Fundamental Review of the Trading Book in the US.

The building blocks of better data management

LSEG experts explore the new version of Real-Time Managed Distribution Service, its capabilities, benefits, and how it can lower costs thanks to streamlined data management.

Impact of persistently higher interest rates on the Euro and European sovereign debt

On this webinar, leading macroeconomics experts discuss the implications of the persistent inflationary environment for debt sustainability on the Euro economy, whilst also considering the resilience of the United States to external shocks.

TOOLS & RESOURCES
LSEG Developer Community | Informative articles to support your team
Below are links to four articles hand selected by the Developer Community for this newsletter.
Academy | Find instructor-led training
The Academy provides training on LSEG solutions through hands-on, live access to our experts. Find the courses that are right for you and your team.

Real-Time – self learning videos

Real-Time - live class

PRS – self learning videos