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INFORMATION PRODUCTS |
What is Datafeed? Stock trading activity generates enormous amount of valuable data. This data consists of traded price, traded volume and trend. Indices like SENSEX are computed from this trade data. The listed companies are also required to provide information like shareholding pattern, financial results and major announcements to the stock exchange on regular basis. This collection of data is termed as Datafeed and is a rich source of information for the investor. Data Products
i. Scrip code ii. Open, High, low and last traded price iii. Best Bid / offer with volume iv. Traded Volume v. Close and last traded quantity (Only for live feed) 2 ) Level 2 Data contains the following information in addition to the level 1 data. i. Weighted average price ii. Upper Circuit limit and lower circuit limit iii. Turnover value, number of trades, trend v. Total Buy quantity and Total sell quantity BSE's real time datafeed is streaming data provided through an online datafeed server, which provides raw data of all the stocks traded and indices. This category of data is mainly intended for real time data vendors disseminating information through their products and services. 1 minute SnapshotThis category of data provides a snapshot of the market activity every minute. The data is provided over the Internet. This data may be subscribed directly from BSE or through an empanelled data vendor. 5 Minute delayed snapshotThis category of data is provided with a delay of 5 minutes and may be subscribed directly from BSE or through an empanelled data vendor. Real time vendors will have to delay the data at their end for providing this category to any distributor. 10 Minute delayed snapshotThis category of data is provided with a delay of 10 minutes and may be subscribed directly from BSE or through an empanelled data vendor. Real time vendors will have to delay the data at their end for providing this category to any distributor. End of Day Quotation fileThis is a file generated at the end of trading day and gives the details of day's scrip wise volumes and prices. The file is provided over the Internet via HTTP download. MLDN setup is used for live feed only. The datafeed is through a 64 KBPS leased line from MTNL with a redundant leased line available from Tata Teleservices. Additionally an ISDN dialup line is available for backup. The MLDN setup will be arranged by BSE and the client will be required to pay the charges as levied by the service providers. BSE shall charge the port usage charges only. The data shall be provided live in binary format. HTTP ServerHTTP server is used for providing data through the Internet. 1-minute snapshot, 5 minute delayed snapshot and End of Day quotation is available through this method. The client will be provided with a login id for accessing the server and downloading the data. Live feed is not available through the HTTP server setup. Who can subscribe?
General Information about Datafeed 1) What is Datafeed?Stock trading activity generates enormous amount of valuable data. This data consists of traded price, traded volume and trend. Indices like SENSEX are computed from this trade data. The listed companies are also required to provide information like shareholding pattern, financial results and major announcements to the Stock Exchange on regular basis. This collection of data is termed as Datafeed and is a rich source of information for the investor. 2) What are Key-stations?The distributors of BSE disseminate Data through terminals. These terminals are known as key stations. Level 1 datafeed package provides the following information Scrip code Open, High, low and last traded price Best Bid / offer with volume Traded Volume Close and last traded quantity (Only for live feed) The basic charges for subscribing for live data for all stocks is US$25,000 (INR 11,00,000) for Level 1 data. In addition to data provided in the Level 1 datafeed package, the following data is available in the Level 2 Datafeed Package Weighted average price Upper Circuit limit and lower circuit limit Turnover value, number of trades, trend Best 5 bid rates /quantity and best 5 ask rates / quantity Total Buy quantity and Total sell quantity The basic charges for subscribing for live data for all stocks is US$40,000 (INR 17,60,000) for Level 2 data. 3) Is it required to subscribe for Level 1 and Level 2 datafeed separately? If you subscribe for Level 2 datafeed, you get all the data from the Level 1 datafeed, in addition to the data exclusively available to Level 2 data feed subscribers. 4) Can a Level 1 Datafeed subscriber upgrade to Level 2 Datafeed? Yes, BSE provides the facility of upgradation for its Level 1 subscribers. You only need to pay the additional charges for upgrading to Level 2 and make the necessary changes in the agreement. There is no need to subscribing separately for upgradation. 5) Is it possible to buy data of some selected stocks? Yes, you can buy selected basket of stocks. Currently BSE provides three baskets:
BSE 500 All Stocks Basket ‘A' group basket is available at 50% discount and BSE 500 basket is available at 25% discount to the All-Stocks basket. 6) Is it possible to subscribe for the Stock Indices only? Yes, you can subscribe exclusively for stock indices only. You can also buy the Stock Indices as an add-on product on any basic subscription. Currently 3 Index products are available
SENSEX + 5 Indices All Indices The pricing for these packages is as follows. SENSEX: - US$5000 (INR2,20,000) SENSEX + 5 Indices: - US$7500 (INR3,30,000) All Indices: - US$10000 (INR 4,40,000) All the listed companies are required by law to intimate the stock exchange about the results (quarterly, half-yearly, annual), announcements and any event related to the company and quarterly shareholding pattern before releasing it to the general media. Hence the Stock exchange is privy to the first hand information about any company listed on the exchange. Live Corporate data is available at US$25000 (INR11,00,000) This information called "Corporate Data" is disseminated in XML format. Real time data is also known as live datafeed. You get live data the moment any transaction takes place in the market. A subscriber for 1-minute snapshot will get data of market activity at the interval of every minute. This data contains the information about the changes that have taken place within the last one-minute. In other words, the 1-minute is a picture of the stock market taken every minute. This datafeed is provided through the Internet. 1-minute snapshot data is available at 60% discount to the basic live data prices. 3) What is 5 minute delayed quote? The market data provided is similar to the one-minute snapshot. However the same will be available after a delay of 5 minutes. 5-minute data is available at 80% discount to the basic live data prices. 4) What is 10 minute delayed quote? The market data provided is similar to the one-minute snapshot. However the same will be available after a delay of 10 minutes. 5) Can I subscribe for a book-building feed as an institution? Yes, you can subscribe for a book-building feed. The feed is available at a duration of 5 minutes. Please email your queries at datafeed@bseindia.com . 6) What is the End of Day quotation file? The End of Day quotation file provides the data at the end of a trading day, which includes the summary of the transactions of the trades, conducted during the day and is provided in a single file. A typical End-of-Day quotation file shall contain the Open-High-Low-Close-Volume (OHLCV) data. This will be provided as a HTTP downloads through the Internet. Special discounted prices are available for End-of-Day data. Please contact mohan.aiyar@bseindia.com for further details. 1) How is the data delivered at the customer location? BSE has two modes of delivering data at customer location, viz.
BSE shall arrange for the leased line connection between the client and BSE through MTNL and Tata Teleservices. An additional ISDN line can be provided for purpose of emergency backup. The client will be required to pay the connection charges levied by the service provider. BSE shall only charge port usage charges. The data feed shall be provided at 128 kbps for which the annual port charges shall be Rs. 3 Lacs. Additionally Rs. 1.5 Lacs as security is required to be deposited. The data will be provided in binary format.
BSE will provide a login ID and password for accessing the server. The information shall be provided in the .csv format. (I) Distributors and RedistributorsA person or organization that has been authorized to resell the data received from BSE to end subscribers or redistributors is designated as a Data Distributor. A distributor can provide data to redistributors as well as to end subscribers. 2) Who is a Data Redistributor? A person or organization authorized to provide data to end subscribers in the form of a product or as a service is designated as a Data Redistributor. A data redistributor can enter into a direct contract with BSE but will be supplied through a Data Distributor. A redistributor can provide data only to an end subscriber. A redistributor is not allowed to distribute data to any other redistributor. 3) Are there any special discounts available for redistributors? A data redistributor who has entered into an agreement with BSE but takes a feed from a distributor will pay 80% of the base charge that is applicable to the distributors. 1) What kind of datafeed is available from BSE for Websites/web portals? 2) Can a subscriber publish the live data received from BSE on his website? No, the subscriber cannot publicly display the live data received from BSE on his website immediately. This restriction also applies to the 1 minute delayed data and 5 minute delayed data. The website is also required to inform BSE about the number of subscribers to which it is providing this information. Data can be displayed on the website publicly only after 15 minutes. 3) I wish to display BSE quotes on my website. Is it possible? Yes you can subscribe for a 10 minute delayed All Stocks, All Indices & Corporate Data Feed. This 10 minute delayed feed is available for display in the web-site segment. Please contact for further details datafeed@bseindia.com . 1) What kind of data is available for TV Channels? TV channels will be provided Level 1 feed only. Data can be accessed either directly from BSE or through an authorised data distributor . In case the TV channels intend to show prices on their website, in addition to that of the TV channel the same can be displayed after a 15 minute delay. TV channels can also exclusively subscribe for the Index products. 2) What are the offers available for group of TV channels? In case one channel from a group of TV channels has subscribed to the feed, other channels can get the feed at discounted rates. The first channel subscribing for the feed will be charged at the full basic rate. Any additional channel will be charged 25% of the basic rate. (IV) Print Media1) What kind of data is available for Print media? Print media can avail the data services from BSE for publication. Print media can take live feed as well as End of Day quotes. 1) How can mobile operators access data From BSE? Mobile operators can access live data from BSE for dissemination to their subscribers. BSE will enter into a revenue sharing arrangement with the operator. 2) What kind of services can Mobile operators provide to their subscribers? Mobile operators can provide SMS based services as well as Value Added Services to its subscribers using the datafeed provided by BSE. SMS Based Services: Mobile Operators can provide live quotes for stocks as well as indices by SMS to its subscribers. Value Added Services: Mobile operators can provide streaming quotes or regular updates on the wireless. (VI) Preparation of Indices and Products based on BSE – listed Scrips 1) Is BSE data available for Index creators? Index creators can avail the datafeed from BSE for purpose of computation and publication of Indices. Please contact mohan.aiyar@bseindia.com for further details. Financial institutions like Mutual funds and portfolio managers can avail the datafeed for creation of products like index funds or exchange-traded funds. For this purpose you can avail the benefit of our Level 2 datafeed. 1) How can a Professional involved in stock trading avail the datafeed? Professional subscribers can avail the datafeed from any of the authorised Data distributors or redistributors. Both Level 1 and Level 2 data are available to these subscribers. 1) Can a company listed on BSE display its own stock price live on its website? The company can avail own scrip datafeed from BSE. The annual subscription charges is Rs.50000/(upto 10 scrips and all indices) on which 20% discount is offered if the feed is taken through distributor. You can avail historic data as per your requirement from BSE. The pricing will be as per the nature of the data required by you. Please contact BSE with your requirements. 2) Is it necessary to acquire the datafeed from BSE directly? It is not necessary to directly acquire the feed from BSE. You can get the feed from any of our authorised data distributor or data redistributor. In case you are a redistributor accessing the feed through a data distributor, BSE shall give a discount of 20% on the base prices for accessing the feed. 1) What are the payment terms for acquiring the datafeed? Fixed minimum charges are payable in advance in March and September as indicated in the schedule of prices. Data distributors and redistributors are required to file a monthly declaration of the number of key-stations utilised during that month. There will be monthly billing for any additional key-stations utilised during the month. 2) Is there any administration or processing charges for acquiring the datafeed? No, as per our new Datafeed pricing policy the administration charges have been waived with effect from 1 April 2006. Customers only need to pay the basic datafeed charges for acquiring the datafeed. 1) What are the terms and conditions for subscribing to the data services? | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||