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UW = NASDAQ Global Select Market US = US Composite source : http://bsym.bloomberg.com/sym/pages/pricing_source.xls see also : http://bsym.bloomberg.com/sym/


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Benchmark yield curves: Make it easier for market participants to efficiently price interest rate products off such benchmark yield curves because there is a consensus and agreement on what serves as benchmark. Those could include government security yield curves, inflation adjusted/reflecting yield curves, among others. Funding curve: Is a set of rates ...


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First define a quote: this is the bid and ask (price and volume). when any of them 4 change, it is said the quote changed. We all know what a trade is (nevertheless note if you send a liquidity consuming order of 100 on a queue made of 50+20+30, it generates 3 trades). You can play with statistics (like order-to-trade ratio, not quote-to-trade), on te SEC's ...


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There are a few things to consider: Price On average Thomson Reuters is known to be less costly than Bloomberg. One thing to consider when looking to save money is that most vendors will use some kind of ladder pricing. So if you cannot get rid of either Bloomberg or Thomson Reuters completely then you may not save as much as you expected. Technology ...


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Well for bond prcing, since there isn't a real market you'll need multiple data feeds anyway to create your bid/ask price. The question then becomes can either bloomberg or reuters. Both will allow you to pull in data from multiple sources. On bloomberg its PCS to setup what pricing sources to use. The pricing sources available depend on what you pay ...


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Yahoo finance describes their method at https://help.yahoo.com/kb/finance/SLN2311.html?impressions=true and indicate that this follows the CRSP method for adjusting prices, dividends, and volumes. The CRSP calculations are described in detail at http://www.crsp.com/products/documentation/crsp-calculations .


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You should check CoralMD which does exactly what you need: It provides a fast market data book implementation that can aggregate quotes from multiple exchanges together, giving you a global view of the market. The market data book can also provide a per-exchange view. It provides a simple framework to build market data feeds for each exchange. And most ...


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I believe the important issue is not how you are going to receive the market data from N different exchanges but how you are going to normalize and generalize them into a single protocol that can be consumed internally by your applications. Take a look on CoralMD that has an article about how to build a market data infrastructure internally. Disclaimer: I ...


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Yes. factor = adjusted closing price / (unadjusted) closing price Adjusted high = high * factor Adjusted low = low * factor


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No, there isn't any recommended hardware or OS from the markets. Having said that, if you mention inifiband or solarflare hardware and Arista switches you'll probably be using hte gear that 90% of algorithmic trading firms use. I'm not qualified to talk about asic or FPGA gear but I don't think there is anything clsoe to a standard there:) I've always ...



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