Cost Basis. Fully understand how a security has evolved over a certain period of time from the original holding to all the new issues of global equities and fixed income fixed income instruments. It calculates and disseminates allocations and ratios to the per-security level for all events that impact on a security cost basis.
Derivatives Data and Short Interest Data.
- Derivatives Reference Data. Up- to-date information on exchange traded futures and options where the underlying asset is either an equity or index. Use the derivative reference data file to efficiently identify any specific derivative contract.
- Derivatives End-of-Day Pricing. Data elements include High, Low, Open, Close and Open Interest. Choose to receive derivative end-of-day pricing data by exchange, portfolio or on a global basis.
- DerivActions Data Service. Efficiently keep track of corporate actions affecting future and option contracts. DerivActions provides detailed Exchange Adjustment Notices information in a standardized, machine-readable format with a link to the original Exchange Notice, where provided. In addition, DerivActions generates 2 feeds, triggered by corporate actions on the underlying security:
- Derivative Issuers – List of all issuers with instruments linked to the affected underlying
- Derivative Series & Trading Lines – List of all the derivatives instruments linked to impacted equity
Options Analytics Service. Daily updates and historical data to provide end-of-day analytics and reference data for U.S. and international exchange-listed options on equities, exchanged traded funds (ETFs), equity indexes and futures. This service can run tests simulation of trading strategies, generate risk and regulatory reports on portfolios of options and underlying securities, perform in depth analysis of options positions.
Accounting firms can also use this service to their advantage, to help calculating the amount of dividend equivalent payment and delta test for the IRS Section 871(m).
Futures Contract Data. Providing coverage for all core contract specifications (as defined by each market) for 70+ markets with a daily file by market, as well as a daily notification of upcoming changes as published by the exchange.
The notification file contains the MIC, the effective date, and the text of the notification. Any
required changes will be applied to the specifications on the effective date ensuring you always have access to up to date specifications.
Short Interest Data. Providing short interest data for several global markets. Short interest is a market- sentiment indicator that tells whether investors think a stock’s price is likely to fall. It can also be compared over time to examine changes in investor sentiment. Short interest regulation and reporting requirements vary by country.
Threshold Securities. Access daily threshold securities listings to comply with SHO regulations governing short selling activities. Daily aggregation of threshold securities listings from:
- NASDAQ Stock Market
- NYSE MKT
- New York Stock Exchange
- OTC Markets
- NYSE Arca