Autex BlockDATA Handler

Last updated: 4/26/05

AutEx BlockDATA� is the global trade information source. Since 1986, AutEx BlockDATA has been generating customized reports and rankings for the financial industry worldwide, including corporate investor relations professionals, brokerage firms' equity traders, investment bankers, syndicates and equity research departments. Through the established BlockDATA Data Integrity protocol, the accuracy and integrity of trading information is maintained.

Overview

 Source name:                       BlockDATA

Source of Data:                    BlockDATA API

Update Frequency:               Real time

Supported Symbols:             Ticker

Permissioning: Dataworks Enterprise login required

Request Syntax

Security Report Searches:

Search by ticker:

TICKER=xx SYMBOLID=xx DAYSAGO=xx STARTDT=m/dd/yyyy ENDDT=mm/dd/yyyy BROKERTYPE=xx NUMRECS=xx SYMBOLSTATUSTYPE=xx/SecurityReport

Examples:

TICKER=SecurityReport
TICKER=IBM NUMRECS=10/SecurityReport
TICKER=IBM NUMRECS=10 DAYSAGO=100/SecurityReport
TICKER=GM BROKERTYPE=TRADING_FIRMS NUMRECS=10 SYMBOLSTATUSTYPE=ACTIVE/SecurityReport
TICKER=IBM STARTDT=01/01/2000 ENDDT=12/31/2001/SecurityReport
TICKER=PG DAYSAGO=1 BROKERTYPE=TRADING_FIRMS SYMBOLSTATUSTYPE=ACTIVE STARTDT=12/12/2003 ENDDT=12/12/2003/SecurityReport

Search by symbol ID:

SYMBOLID=xx SYMBOLID=xx DAYSAGO=xx STARTDT=m/dd/yyyy ENDDT=mm/dd/yyyy BROKERTYPE=xx NUMRECS=xx SYMBOLSTATUSTYPE=xx/SecurityReport

Examples:

SYMBOLID=15293/SecurityReport
SYMBOLID=15293 NUMRECS=10/SecurityReport
SYMBOLID=15293 NUMRECS=10 DAYSAGO=100/SecurityReport
SYMBOLID=15293 DAYSAGO=1 BROKERTYPE=TRADING_FIRMS SYMBOLSTATUSTYPE=ACTIVE STARTDT=12/12/2003 ENDDT=12/12/2003/SecurityReport
SYMBOLID=15293 BROKERTYPE=TRADING_FIRMS NUMRECS=10 SYMBOLSTATUSTYPE=ACTIVE/SecurityReport

Note on the parameters:

TICKER or SYMBOLID: [Required] Caller must specify the TICKER or the SYMBOLID to search for. Otherwise an error will be generated.
STARTDT: This needs to be provided in combination with ENDDT
ENDDT: This needs to be provided in combination with STARTDT
DAYSAGO: This is the number of days starting from the current day. The default value is 30 if this is not provided.
BROKERTYPE: Can be ECN_ATS, INVESTMENT_BANKS, INVESTMENT_BANKS_TRADING_FIRMS, TRADING_FIRMS
NUMRECS: The required number of brokers to be displayed. The default value is 10 if this is not provided
SYMBOLSTATUSTYPE: can be ACTIVE, ACTIVE_INACTIVE, INACTIVE.

Broker Report Searches:

Search By broker ID:

BROKERID=xx DAYSAGO=xx STARTDT=mm/dd/yyyy ENDDT=mm/dd/yyyy BROKERTYPE=xx STARTRANK=xx ENDRANK=xx SORTORDER=xx MARKETYPES=xx/BrokerReport

Examples:

BROKERID=10006 MARKETYPES=IMA/BrokerReport
BROKERID=10006 DAYSAGO=365 MARKETYPES=IMA/BrokerReport
BROKERID=10006 DAYSAGO=365 STARTRANK=1 ENDRANK=3 MARKETYPES=IMA/BrokerReport
BROKERID=10004 STARTRANK=1 ENDRANK=4 DAYSAGO=500/BrokerReport
BROKERID=10006 DAYSAGO=365 STARTRANK=1 ENDRANK=3 MARKETYPES=NNM,NSM BROKERTYPE=INVESTMENT_BANKS_TRADING_FIRMS/BrokerReport

Note on the parameters:

BROKERID: BrokerID to search for. This is required.
STARTDT: This needs to be provided in combination with ENDDT
ENDDT: This needs to be provided in combination with STARTDT
DAYSAGO: This is the number of days starting from the current day. The default value is obtained from the BlockData.dat if this is not provided.
BROKERTYPE: It can be one of the following: ECN_ATS, INVESTMENT_BANKS, INVESTMENT_BANKS_TRADING_FIRMS, TRADING_FIRMS
DEALCODE: Used for client billing. It is a string value.
STARTRANK: Can be 1 to n. If the STARTRANK and ENDRANK are not mentioned, and if the default number of records is mentioned in the configuration file, that will be used
ENDRANK: Can be 1 to n. ENDRANK of 9999 means all the records are required. If the STARTRANK and ENDRANK are not mentioned, and if the default number of records is mentioned in the configuration file, that will be used
SORTORDER: Can be one of RANK or ALPHA. Mentions whether the sorting is based on rank or by name.
MARKETTYPES: [Required] Comma separated types.

LOOKUPS Searches:

Broker name look up: provides the broker name for the ID entered
BROKERNAME=BrokerID/BrokerLookup

Examples:

BROKERNAME=CIB/BrokerLookup
BROKERNAME=*.*/BrokerLookup

Market name look up:

MARKETNAME=xx/MarketTypeLookup

Example:

MARKETNAME=NAS/MarketTypeLookup
MARKETNAME=*.*/MarketTypeLookup

Sample Response

Sample output for Security report:

<?xml version="1.0" encoding="utf-8" ?>
- <Record xmlns="http://xml.thomson.com/financial/v1/tools/distribution/dataworks/enterprise/2003-07/">
<Source>BlockData</Source>
<Instrument>TICKER=IBM STARTDT=01/01/2000 ENDDT=12/31/2001/SecurityReport</Instrument>
<Tag />
<StatusType>Connected</StatusType>
<StatusCode>0</StatusCode>
<StatusMessage />
- <Fields>
- <Broker>
<Item>CITIGROUP</Item>
<Item>MERRILL LYNCH, PIERCE FENNER</Item>
<Item>LEHMAN BROTHERS, INC.</Item>
<Item>GOLDMAN SACHS GROUP</Item>
<Item>MORGAN STANLEY</Item>
<Item>CREDIT SUISSE FIRST BOSTON</Item>
<Item>UBS</Item>
<Item>KNIGHT EQUITY/ KNIGHT CAPITAL</Item>
<Item>LYNCH JONES & RYAN/INSTINET</Item>
<Item>DEUTSCHE BANK SECURITIES, IN</Item>
<Item>ALL OTHERS</Item>
<Item>TOTAL BROKERS</Item>
</Broker>
- <BrokerCount>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
<Item>162</Item>
</BrokerCount>
- <BrokerStatus>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
<Item>NONE</Item>
</BrokerStatus>
<BSTX>0</BSTX>
- <Certified>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
<Item>0</Item>
</Certified>
<Company>INTERNATIONAL BUSINESS MACHS</Company>
<Copyright>(C) Copyright 1997 - 2003 Thomson Financial All Rights Reserved.</Copyright>
<Country>UNITED STATES</Country>
<ErrorMessage />
- <FromDate>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
<Item>2000-01-01T00:00:00</Item>
</FromDate>
<MarketType>LISTED (U.S.)</MarketType>
- <NumberOfTrades>
<Item>2955</Item>
<Item>3903</Item>
<Item>4607</Item>
<Item>3283</Item>
<Item>1949</Item>
<Item>7329</Item>
<Item>1629</Item>
<Item>4449</Item>
<Item>696</Item>
<Item>2162</Item>
<Item>28259</Item>
<Item>61221</Item>
</NumberOfTrades>
- <PctBought>
<Item>40.1838997536934</Item>
<Item>28.7671315037255</Item>
<Item>41.1779857399816</Item>
<Item>23.0135736138346</Item>
<Item>21.8424021460855</Item>
<Item>38.3011176154946</Item>
<Item>8.74750373481587</Item>
<Item>0.0452830462086317</Item>
<Item>16.4715891674122</Item>
<Item>48.7491690614927</Item>
<Item>33.7918759904379</Item>
<Item>30.6827733338806</Item>
</PctBought>
- <PctCross>
<Item>2.87022091332143</Item>
<Item>21.9322129455194</Item>
<Item>11.5128602063545</Item>
<Item>14.1526988293521</Item>
<Item>1.99874230723032</Item>
<Item>7.04163318028743</Item>
<Item>16.2245738675885</Item>
<Item>4.85301425087653</Item>
<Item>16.7280780226586</Item>
<Item>2.75948034398124</Item>
<Item>9.9600745389302</Item>
<Item>10.369887199214</Item>
</PctCross>
- <PctOfTotal>
<Item>12.5895451450778</Item>
<Item>12.2805485175248</Item>
<Item>5.87688422288009</Item>
<Item>5.57717324114604</Item>
<Item>5.39190987600056</Item>
<Item>5.23027461891136</Item>
<Item>4.47298651717116</Item>
<Item>4.20660328282121</Item>
<Item>4.05995560668869</Item>
<Item>3.48833216441547</Item>
<Item>36.8257868073628</Item>
<Item>100</Item>
</PctOfTotal>
- <PctSold>
<Item>33.8586286278471</Item>
<Item>16.6562878541421</Item>
<Item>33.4066732875747</Item>
<Item>26.4577540282293</Item>
<Item>10.0210793076566</Item>
<Item>34.5281273445524</Item>
<Item>8.9516339216106</Item>
<Item>0</Item>
<Item>24.6091672870361</Item>
<Item>38.7075729897113</Item>
<Item>32.6296104996742</Item>
<Item>26.8591267459668</Item>
</PctSold>
- <PctTraded>
<Item>23.087250705138</Item>
<Item>32.644367696613</Item>
<Item>13.9024807660892</Item>
<Item>36.375973528584</Item>
<Item>66.1377762390276</Item>
<Item>20.1291218596656</Item>
<Item>66.076288475985</Item>
<Item>95.1017027029148</Item>
<Item>42.1911655228932</Item>
<Item>9.78377760481475</Item>
<Item>23.6184389709578</Item>
<Item>32.0882127209386</Item>
</PctTraded>
- <Quantity>
<Item>495683100</Item>
<Item>483517100</Item>
<Item>231388200</Item>
<Item>219587800</Item>
<Item>212293500</Item>
<Item>205929500</Item>
<Item>176113100</Item>
<Item>165624900</Item>
<Item>159851000</Item>
<Item>137344700</Item>
<Item>1449926900</Item>
<Item>3937259800</Item>
</Quantity>
- <Rank>
<Item>1</Item>
<Item>2</Item>
<Item>3</Item>
<Item>4</Item>
<Item>5</Item>
<Item>6</Item>
<Item>7</Item>
<Item>8</Item>
<Item>9</Item>
<Item>10</Item>
<Item>All Other Brokers</Item>
<Item>Total Brokers</Item>
</Rank>
<REF_COUNT>12</REF_COUNT>
<SecurityType>COMMON</SecurityType>
<Symbol>IBM</Symbol>
<SymbolStatus>ACTIVE</SymbolStatus>
<Title>AutEx/BlockDATA - Security Report</Title>
- <ToDate>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
<Item>2001-12-31T00:00:00</Item>
</ToDate>
</Fields>
</Record>