GlobalTopic Data
GlobalTopic Data is the main real-time product on sale in Europe. Data coverage
includes;
Real-time prices
International exchange trading information for a range of financial instruments
including:
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Equities and equity derivatives
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Indices and sector indices with their constituents along with exchange traded
derivatives
-
Indicative forex and money markets
-
Indicative benchmark Government bonds and closing prices for OTC bond
instruments
News
Real-time and historical financial news filtered and categorised for ready
retrieval.
The Dow Jones News Financial Wire provides a genuinely global focus and is
integrated with other international and local-language services that include
ICV, AFX, Agence France Presse and VWD.
Research Data
Access to Datastream Research, which provides:
Company Fundamentals - Current and historical company account summary
information for a majority of world-wide market capitalisation.
Historical Price Data - Open, high, low and closing prices, volumes, market
capitalisation, earnings and dividend data for developed and emerging markets.
GlobalTopic has been known under a number of names, Topic, EuroTopic,
GlobalTopic, PDJ, GT, PGE and currently GlobalILX.
Dataworks Enterprise Component
GlobalTopicHdlr
Request Syntax
This is pretty much according to standing GT symbology (see the GT help file
symbology.hlp).
Navigation information (which represents a list of indices and sectors of which
that instrument is a constituent, alternative listings for that instrument, and
so forth) is accessed by requesting the instrument named in the "NAV" field
(usually just the instrument name suffixed with "/NAV", e.g. "ICI.L/NAV").
The GlobalTOPIC Feed symbology is designed to be consistent across types of
instruments and to be intuitive for users.
Broadly, the symbology rules are the following:
Complete local exchange symbols are used for all exchange traded instruments,
A one or two character suffix is used to identify the exchange,
A dot is used as the delimiter between the symbol and the exchange identifier
for all exchange traded instruments,
Where the instrument is not exchange traded, e.g. an index, the dot is
retained, e.g. "=UKX.FT" is the FTSE 100 Index,
Symbols are case sensitive to reflect local exchange case sensitive symbology,
Symbols are parsed from right to left,
Industry standard month and year codes are used for derivative instruments,
Indices are prefixed with an = sign, e.g. " = STRAITS.SI" is theStraits Times
Index on the Singapore Exchange Securities Trading,
Chains are identified by appending an asterisk to the underlying symbol, e.g.
"= STRAITS.SI*",
Qualifiers on symbols are appended to the symbol after the exchange id. These
include orders, trades, Yellow Strip or Touch prices etc.
For currencies, the GlobalTOPIC symbology uses the ISO currency codes (ISO 4217)
with 2 additions - GBX for pence Sterling and USX for American cents. If the
base currency (or, for Sterling, which is quoted inversely, the main currency)
is the US Dollar, then this is omitted, although the delimiter is still used.
The delimiter for currencies is a "/", e.g."GBPCAD/" is the UK
Pound against the Canadian Dollar.
For security and company records, the symbology is the Datastream security or
company number with a .SEC or .COM suffix respectively.
GlobalTOPIC symbology examples
Typographic Symbols
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.
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used to delimit all exchange traded instruments
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:
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used in market maker quotes
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>
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used in orders
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|
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used in Yellow Strip or Touch prices
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!
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used in trades
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=
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used to distinguish indices from equities
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/
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used to delimit currency symbols
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*
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used to identify chains
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To Identify
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Syntax
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Example
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Note
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Equities
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[instrument symbol].[exchange id]
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ICI.L
RNO.P
6758.T
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Indices
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=[index code].[exchange id]
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=UKX.FT
=STRAIT.SI
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1
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Futures
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[instrument symbol]MY.[exchange id]
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SAMM5.LI (SABMILLER
JUN05)
SAMH5.LI (SABMILLER MAR05)
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2
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Options
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[instrument symbol]/MY/nnnnn.[exchange id]
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IRVZ5.LI (Interserver plc
DEC05) IRVM5.LI (Interserver plc JUN05)
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3
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Spot Prices
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[main currency symbol][base currency symbol]/
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GBP/
JPY/
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4
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Forward Rate
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[currency symbol][time code]/
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GBP9M/
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5
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Deposit Rate
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[currency symbol][time code]D/
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DEM3DD/
GBP6MD/
|
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Level 2 Quotes
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[instrument symbol].[exchange id]:[market maker id]
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NTP.L:WINS
NTP.L:JEFF
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Level 2 Orders
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[instrument symbol].[exchange id]>[order number]
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ICI.L>A432FF67
ACM.L>CO66454R05
|
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Level 2 Trades
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[instrument symbol].[exchange id]![trade number]
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WLW.L!3329000199
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Commodities
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[commodity code].[exchange id]
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ZZH5.CM (Euro/SWISS France-125000 EURO AON Mar05)
|
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Bonds
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[bond code].[exchange id]
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T2H.L (Treasury 2% index linked 2035)
WAR.L War 31/2% LN
DY88.L (UK Treasury strip 7sep2018cpn)
DZ00.L (UK Treasury strip 07sep2019cpn)
DZ02.L (UK Treasury strip 07sep2020cpn)
DZ04.L (UK Treasury strip 07sep2021cpn)
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6
|
|
|
|
|
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Index and Sector Constituent Chains
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=[index/sector code].[exchange id]*
=[index/sector code]/C.[exchange id]*
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=UKX.FT (FTSE100)
=MCX.FT (FTSE250)
=DAX.XE (Dax 30)
=PX1.P (CAC40)
=UKX.FT* (FTSE100)
=MCX.FT* (FTSE250)
=DAX.XE* (Dax 30)
=PX1.P* (CAC40)
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7
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Equity Option Chains
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[instrument symbol]/O.[exchange code]*
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CPW/F.LI* (Carphone Warehouse group)
|
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Chains of Futures Contracts
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[instrument symbol]/F.[exchange id]*
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EMA/F.PF* (Corn Futures on Euronext Paris)
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Chains of Options on a Future
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[instrument symbol]MY/O.[exchange id]*
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LH7/O.LI*
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Performance Related Equity Chains
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[grouping]/[movement type].[exchange id]*
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=ALLXIND/GAIN.L* (TOP 20 By % change excluding
indicies)
=ALLXIND/LOSS.L* (Bottom 20 By % change excluding indicies)
=ALLXIND/TOPVOL.L* (TOP 20 By % volume excluding indicies)
=SEAQ-INT/GAIN.L* (SEAQ Intl TOP 20 By % change)
=SEAQ-INT/LOSS.L* (SEAQ Intl bottom 20 By % change)
=SEAQ-INT/TOPVOL.L* (SEAQ Intl TOP 20 By % volume)
=ALLXIND/GAIN.HK* (Hong Kong SE TOP 20 By % change excluding indicies)
=ALLXIND/LOSS.HK* (Hong Kong SE Bottom 20 By % change excluding indicies)
|
8
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Country Index Chains
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[country code]/C.*
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JP/I*
|
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Forward Rate Chains
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[currency symbol]/F*
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DEM/F/*
|
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Deposit Rate Chains
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[currency symbol]/D*
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FRF/D/*
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Yellow Strip or Touch Prices
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[instrument symbol].[exchange id]|
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ICI.L|
|
|
| Whole Exchange Requests |
$INSOURCE=.[exchange id]|? |
$INSOURCE=.L? (London SE)
$INSOURCE=.RU?(Russian SE)
|
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Notes
1. For indices not sourced from an exchange, the exchange suffix is omitted, but
the . is retained, e.g. �=DJI.
2. For Futures, the month code (indicated in the syntax by �M�) is a single
character, as follows:
Month
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Future Code
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Month
|
Future Code
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January
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F
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July
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N
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February
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G
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August
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Q
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March
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H
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September
|
U
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April
|
J
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October
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V
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May
|
K
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November
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X
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June
|
M
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December
|
Z
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The Year code (indicated in the syntax by �Y�) denotes the expiry year. This can
be either:
- 1 digit
-
Representing the last digit of the expiry year (8 is 1998)
- 2 digit
-
Representing the last 2 digits of the expiry year if the options trade beyond
10 years (11 is 2011).
Instruments, particularly derivatives, can have different trading sessions.
There are 2 methods supported in the PGE symbology:
Multiple trading sessions which run either sequential or in parallel. Such
instruments have a separate symbol for each trading session and also a combined
symbol which consolidates information from the different sessions. The symbol
for each session have a / appended to the instrument symbol, along with the
session identifier, as follows:
[instrument symbol]MY/[session id].[exchange id]
The consolidated symbol does not have the / or the session id.
Separate trading mechanisms within a single session. Such instruments have a
single instrument with separate fields for the different items of information
for the different sessions. This is how LIFFE options are supported.
3. For Options, different month codes (indicated in the syntax by �M�) are used
for different option types, as follows:
For Equity and Index options, the month codes are:
Month
|
Call Option Code
|
Put Option Code
|
January
|
A
|
M
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February
|
B
|
N
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March
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C
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O
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April
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D
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P
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May
|
E
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Q
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June
|
F
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R
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July
|
G
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S
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August
|
H
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T
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September
|
I
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U
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October
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J
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V
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November
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K
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W
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December
|
L
|
X
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For Commodity and Futures options, the month codes are:
Month
|
Call Option Code
|
Put Option Code
|
January
|
F
|
A
|
February
|
G
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B
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March
|
H
|
C
|
April
|
J
|
D
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May
|
K
|
E
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June
|
M
|
I
|
July
|
N
|
L
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August
|
Q
|
O
|
September
|
U
|
P
|
October
|
V
|
R
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November
|
X
|
S
|
December
|
Z
|
T
|
The Year code (indicated in the syntax by �Y�) denotes the expiry year. This can
be either:
- 1 digit
-
Representing the last digit of the expiry year (8 is 1998)
- 2 digit
-
Representing the last 2 digits of the expiry year if the options trade beyond
10 years (11 is 2011)
The strike price for options is indicated in the symbology as nnnnn. This is the
full strike price, including any decimal points and can be any number of
characters. If the strike price is quoted
in fractional units, one of the following letters is used between the integer
part and the fractional part (the numerator of the fraction) of the price:
H = halves, Q = quarters; E = eighths; W = twelfths; S = sixteenths;
T = 32nds; F = 64ths; O = 128ths; A = 256ths.
4. If the base currency (or, in the case of Sterling, the main currency) is the
US Dollar, this is omitted, but the delimiter is still used.
5. Time code can be one of:
|
ON Overnight
TN Tomorrow night
SN Spot next
SW Spot week
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nD Number of days (n = 1-6)
nW Number of weeks (n = 1-3)
nM Number of months (n = 1-11)
nY Number of years (n > = 1)
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6. Non-exchange traded and contributed (for example GOVPX) bonds are defined as
[bond code].CTR where �CTR� indicates that the bond data has been contributed.
7. The default chain qualifier is /C for constituents, this can therefore be
omitted as shown in the example.
8. Grouping� is currently an index symbol. This can be omitted to get the chain
for the complete exchange.
�Movement type� can be one of the following:
- TVOL
-
Top movers by volume
- GAIN
-
Biggest movers by % gain
- LOSS
-
biggest movers by % loss
Valid country codes are the Datastream country codes as contained in the field
DS country code (DZ).
Requesting News from GlobalTOPIC
The HEADLINE record is used to access whatever news sources are configured (the
configuration setting looks like this):
Tosca.GlobalTopicHdlr.MagList:DJA RNS ICV ICB ICE ADE AFS AFU AFX ANL
From a headline record, the underlying story can be accessed by requesting the
instrument named in the "NEWS_STORY" record.
The HEADLINE record updates with a new headline each time a new news story
comes in. It currently also receives a dump of 36 hour or so archive stored by
a GT server the first time it is requested, though we hope to supersede this
feature with a superior method of requesting news history.
Link To Data Provider:GlobalTopic