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Market Data Management

Trading venues provide reports on various assets and financial instruments, which are then distributed to traders and firms. Market data is available across thousands of global markets, including stocks, indices, fixed-income, interest rates, derivatives, forex and commodities. The aim of using market data is to get as much information about the asset you are planning to trade, in order to calculate risk and the impact of live news releases

Market data is a broad term for trade-related data. It encompasses a range of information such as price, bid/ask quotes and market volume for financial instruments. Financial firms, traders and investors require such data to execute trades. Market data is generated in real time, which means that it can be used to make quick but informed trading decisions. In the meantime, historical market data are a crucial part of technical analysis, and can be used to project pricing trends and to calculate risk.

Click the Data tab at the top-left corner of the application. Then, expend Data -> Sub-Data (e.g., InterestRateData) -> DataSet (e.g., InterestRateCurve)

After that, you can either click the Load button to load an existing market data set for review/modification or the New button to generate new market data.

If you click the Load button, A selection window pops up. Unless you know the trade id, you can use the Search option. Otherwise, select the Explore option.

An explorer window pops up. Extend Data -> InterestRateCurve (for example) -> USD (e.g.) -> USD_3M. All curve dates available in the system are displayed.

Select a date and then click the Go button. The market data of that valuation date are displayed in the main windows. You can modify the market data and click the Save button to save all the changes.

Or if you click the New button, A new market data template is shown in the main window. Fill all fields and click the Save button. The new market data are generated.

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Market Data Management

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OSF data

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