Thomson Data Markets (TDM1) Handler

Last updated: 5/09/05

Provides real-time and delayed intraday data for over 100 equity exchanges in over 70 countries. Returned data items include information on a trading instrument as well as time stamps from major news sources indicating when the latest story on the symbol was released. Market data ranges from basic (last, bid, ask, volume) to fundamentals (eps, dividend, yield) to analytics (beta, block trade count).

Overview

Source name:                         TDM1
Update Frequency
:                 Real-Time
Supported Symbols:
               ILX Ticker, CUSIP, SEDOL, ISIN and Index ID
Permissioning:                       
Dataworks Enterprise ID is required and an ILX ID is required.

Request Syntax

1-Simple Symbol Search: using securities or indices can be requested by simply passing in the identifier or symbol (i.e.: ticker,cusip, ect�).

        Examples:

MSFT-O (ILX ID)
DELL-O (ILX ID)
594918104-CU (CUSIP)
2588173-SED (SEDOL)
US5949181045-ISN (ISIN)

2-HISTORY Search: can be obtained by using the above identifiers with the following parameters:

       SERVICES available:

  • � HISTORY_DB
  • � FUND_HISTORY_DB
  • � INTRADAY_DB
  • � FUND_HISTORY_DB

INTERVAL=T|D|W|M

MAXDATE=YYYYMMDD

MINDATE=YYYYMMDD

ROWS=x

RESPONSETYPE with the following options:

  • � DEFAULT
  • � PRICE
  • � YIELD
  • � SPREAD

  Examples

        Intraday requests are made like:

Instrument=MSFT-O

Options=SERVICE=INTRADAY_DB INTERVAL=15

Instrument=MSFT-O

Options=SERVICE=INTRADAY_DB INTERVAL=15 MINDATE="20040519 150000" MAXDATE="20040519"

        Basic daily history requests are made like:

Instrument=MSFT-O

Options=SERVICE=HISTORY_DB INTERVAL=D

Instruments=MSFT-O

Options=SERVICE=HISTORY_DB INTERVAL=D MAXDATE=20030602 MINDATE=20030305

3-Futures and Options Discovery: static only, not dynamic

     SERVICES available:

  • � QT_MONT_TRAVERSAL
  • � OPT_MONT_TRAVERSAL
  • � FUT_MONT_TRAVERSAL
  • � FOP_MONT_TRAVERSAL

 �  Examples:

Instrument=MSFT-O

Options=SERVICE=QT_MONT_TRAVERSAL

Instrument=MSFT-O

Options=SERVICE=FUT_MONT_TRAVERSAL

4-Resolution: can be used to request resolution of a partial symbol into a full ILX TID

 �  Example:

Instrument=MSFT-O

Options= SERVICE=RESOLUTION

Sample response for Instrument=MSFT-O    

<?xml version="1.0" encoding="utf-8" ?>

- <Record xmlns="http://xml.thomson.com/financial/v1/tools/distribution/dataworks/enterprise/2003-07/">

<Source>TDM1</Source>

<Instrument>MSFT-O</Instrument>

<Tag />

<StatusType>Connected</StatusType>

<StatusCode>0</StatusCode>

<StatusMessage />

- <Fields>

<askCls />

<askSize>999</askSize>

<bboAskMkt />

<bboAskMm />

<bboBidMkt />

<bboBidMm />

<bboNumOfOptions>0</bboNumOfOptions>

<bidCls />

<bidSize>999</bidSize>

<bidTick>0</bidTick>

<boardLotInd>0</boardLotInd>

<cumVol>32459439</cumVol>

<depthAsk />

<depthAskSize />

<depthBid />

<depthBidSize />

<dfltInd>1</dfltInd>

<divFreq>4</divFreq>

<divInd>32</divInd>

<divLastCode />

<divLastDate>2005-02-15T00:00:00</divLastDate>

<divOtherCurrInd>0</divOtherCurrInd>

<dowNewsTime>2004-12-15T16:16:00</dowNewsTime>

<entlExch>O</entlExch>

<epsOtherCurrInd>0</epsOtherCurrInd>

<exDivInd>0</exDivInd>

<fciNewsTime>2004-12-15T19:16:00</fciNewsTime>

<haltInd>0</haltInd>

<indicQteDissInd>0</indicQteDissInd>

<info1 />

<issuerName>MICROSOFT CORP</issuerName>

<layoutType>23</layoutType>

<LONG_TID>MSFT-O,USD,NORM</LONG_TID>

<mlNewsTime />

<msgCode />

<nasdRestrictInd>0</nasdRestrictInd>

<nmsTick />

<noOfBlkTrds>191</noOfBlkTrds>

<officialAsk />

<officialBid />

<option1Mkt>0</option1Mkt>

<option2Mkt>0</option2Mkt>

<option3Mkt>0</option3Mkt>

<option4Mkt>0</option4Mkt>

<option5Mkt>0</option5Mkt>

<option6Mkt>0</option6Mkt>

<option7Mkt>0</option7Mkt>

<pendingExDivInd>0</pendingExDivInd>

<prcFmtCode>2</prcFmtCode>

<prcFmtCodeLow>6</prcFmtCodeLow>

<prmMkt>O</prmMkt>

<qteCond />

<qteTime>2004-11-29T22:16:42</qteTime>

<quoteCode />

<quoteCount />

<restrictInd>0</restrictInd>

<rtrNewsTime>2004-12-15T17:29:00</rtrNewsTime>

<sectySubtype>0</sectySubtype>

<sectyType>0</sectyType>

<shrsIssdDbl>10.871589882</shrsIssdDbl>

<smallCapInd>0</smallCapInd>

<speclPrc />

<speclVol />

<symRoot />

<tick>0</tick>

<tradeCode />

<tradeCount />

<trdCond />

<trdMkt>O</trdMkt>

<trdPrev1Prc />

<trdPrev1SeqNo>9480</trdPrev1SeqNo>

<trdTime>2004-11-29T22:16:42</trdTime>

<trdType />

<trdVol>478</trdVol>

<usrChar1>1</usrChar1>

<VARIANT>R</VARIANT>

<vwapTurnover>866131894.368301</vwapTurnover>

<vwapVolume>31825385</vwapVolume>

<xpressAsk />

<xpressAskSize />

<xpressBid />

<xpressBidSize />

</Fields>

</Record>