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2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

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Page 1: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

2012-2013 SSE InfoNet Data Product Roadmap

SSE InfoNet

2012 / 5

Page 2: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

2012-2013 Product Plan

• Level-2 real time data content adjustment

• Fixed-income instrument real time data information

• To setup multi-source data distribution platform

•To support other launch plan for financial instrument

Page 3: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Level-2 data content adjustment

• To complete Level-2 data product content design and adjustment

• To launch the product at a later time

• Order Queue Number can be used to assist rebuilding original order environment. It can be used to analyze order intention.

Page 4: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

New Level-2 Description• Level-2

4

Level-2 content

1. Order numbers on buy/sell slots 8. Biggest time gap for continuously trading

2. Accumulated transactions on buy/sell side 9. 2s’ refresh rate for ETF snapshot from 3s’

3. Accumulated Cancelled Order data 10. Pre-market auction transaction percentage

4. Accumulated market order transaction data 11.Weighted average price difference

5. Longest order waiting time 12. Market order percentage

6. ETF purchase and redemption data 13. Order price dispersion

7. intensively buy and sell tags in transaction data

Page 5: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Real Time Data Evolvement

Year 2006Level-2

Year2009A+H

Year 2010Level-1

Year 2012年增值包

Year 2012Fixed Income

Year 2012Master Ref.

Year 2012大商所

Year 2012郑商所

扩充

Year 2010指数通

Page 6: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Fixed-income data optimization

• Optimization work for fixed-income instrument platform have been finished. It will be launch at later this year.

• According to the CSRC and the internal arrangement, more bond market data be appropriately added .

Page 7: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Master Reference data

•To comply with internal requirement to make data more accurate and reliable

• To continuously adjust and optimize data contents to make it suitable for customers.

•Level-2 system will be the only system to provide master reference data

•During the transition phase, overlapping data content will be kept until master reference data formerly released.

Page 8: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Multi-Source Data distribution Platform

• Shanghai Stock Exchange

• Shengzhen Stock Exchange

• Dalian Commodity Exchange

• Zhengzhou Commodity Exchange

• Shanghai Futures Exchange

• China Financial Futures Exchange

• Shanghai Securities Depository and Clearing Corporation Ltd.

Page 9: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Current Status

• Only SSE has its windows(CIIS) in Hong Kong.• China Mainland Capital Market Data have small image exposed and has small influence • High cost to connect to different layer of Chinese Capital Market (spot market, commodities future market and Financial derivative market)

Page 10: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Market Requirement

• Explore overseas business opportunities for Dalian Commodity Exchange \ Zhengzhou Commodity Exchange and other exchanges• Overseas financial Instrument and Trans-Exchange financial Instrument

Page 11: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5

Others Information Work Related

• To support SSE new financial instrument rolling out etc. High-yield bond product • To help our investors to get clearer information related to listed company• To support SSE listed company with high reliable service. etc. their investors information to avoid hostile takeover

Page 12: 2012-2013 SSE InfoNet Data Product Roadmap SSE InfoNet 2012 / 5