Market Data Day 23/03/2011 - Session 6 - Thomson Reuters platform for Price&Reference Data

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  • 2. THOMSON REUTERS CAN HELP Business Leverage our Core Competencies: Entity Data CommunityReference Data • Transparent, Accurate, Independent, Intelligent Information Trusted Brand Valuation • Global Scale, Local Presence Risk Contributions • Data Management is “what we do” Evaluated Pricing Service • Vast amounts of Content linked together Analytics • Flexible delivery formats 22
  • 3. CONSISTENT DATA MODEL • 3-level hierarchy – Issuers – Issues – Pricing (contributors/markets) • Supporting Content – M&A – Corporate Actions – Terms & Conditions – Evaluated Prices – 3rd Party Content (Broker data, Ratings, etc) • 360-degree view of data – Top-down – Bottom-up – Supporting data 3 3
  • 5. DATASCOPE SELECT • Intraday and EOD pricesDatascope • Validated Prices Select • Terms & Conditions • Bond Schedules • Corporate ActionsStrategic delivery • Lipper Fund Dataplatform for non streaming data • Historical Data • Evaluated Pricing Service • Entity Data • Web GUI, (S)FTP, API
  • 6. DATASCOPE EQUITIES • Coverage over 400,000 instruments from more than 180 exchanges inDatascope more than 80 countries Equities • End of Day pricing for equities, derivatives and Money/FX Bulk File FTP • More than 15 years of history Delivery for available for all key equity Pricing & exchanges Reference Data • Security master data such as primary and secondary market identifiers • Corporate actions, i.e. dividends, earnings, corporate capital changes etc.
  • 7. DATASCOPE FIXED INCOME • Class leading coverage of Fixed-Datascope Income instruments and terms and Fixed conditions Income • Composite and evaluated pricing • More than 15 years of history Bulk file FTP available for all key marketsdelivery for Fixed • Security master data such as Income data primary and secondary market identifiers • Pre-formatted tables
  • 8. THOMSON REUTERS PRICING SERVICE • “Faster Time To Market” Pricing • OTC Options Service • Independent Valuations for Fixed Income and Derivatives • Prevent stale prices in portfolios Independent • Ongoing investment in coverage and Validated and qualityEvaluated Prices for Portfolios • Extensive dealer contribution network
  • 9. DATA APPLICATION LICENSE • Enterprise usage of “snapped” data Data • Usage rights similar like DataScopeApplication Select License • Commercials match DataScope Select Compliance Contract forsnapping data off an existing feed
  • 10. DATASCOPE REAL-TIME • Key component in Thomson Reuters’ “open data” solutionsDatascope strategyReal-Time • Consolidated data feed - Exchange data - Contributed dataDelivers real-time - Third party data data from the Reuters Data • Provides variable pricing based on Feeds (RDF) to usage applications
  • 11. Thomson Reuters Platform 11
  • 12. TREP-DM’sTREP’s value proposition will deliver value across the When completed, Value Proposition When completed, TREP’s value proposition will deliver value across the workflow workflow Middle Back Market DataStrategic Quant Portfolio Order Order Transaction Risk Performance Portfolio Securities Research Analysis/Allocation Analytics Construction Management Routing Analysis Measurement Attribution Valuations Admin Algorithms Data Data Data Platform Pricing Integrator Repository & Analysis Variance • Handles integration & • Maintains a • Aggregates & analyzes • Compares and connectivity to data centralized repository data from repository for reports on internal vendor products; ensures for reference data, risk management or vs. independent interfaces are kept current with integration accounting analysis pricing differences with vendor products abilities • Handles platform • Manages, cleanses, • Provides comprehensive • Allows for clear audit integrations to power standardizes and real time and reference trails for monitoring business applications verifies content market data and news data across the with content enterprise Forecast Fundamentals Transaction Product E-mails Historical Streaming Custome Index Reference Estimates Data Data Market RT Data r Data Data Data Data RT Data P&RD I&A Data Internal 12 Data Data
  • 13. Data Flows through Data Management Platform Data Flows through Enterprise Platform Enterprise PlatformSOURCES for Data Management P P Thomson L Feedhandler Goldencopies L Reuters Framework A A T T Bloomberg Risk Down F Raw Data F O O Stream MarkIt R R Loading, M Parsing and Funds M Apps S& P Validation A A In House P Normalized P Feeds I Data Store Settlement I Process Orchestration and Data Distribution 10
  • 14. Value proposition with TREP DM• TREP-DM controls Market- and Reference data flows from data sources to data consumers by using a vendor agnostic canonical data model. This provide one consistent view on data, utilise this abstraction to further reduce dependencies on individual vendors and switch out feeds for great efficiencies  COST REDUCTION, INCREASE EFFICIENCY, SIMPLIFICATION• Enterprise wide solution to distribute, orchestrate, monitor and integrate Market- and Reference Data  FUTURE PROOF (canonical data model)• Data Cleansing, Normalization, Vendor Hierarchy and Golden Copy for market and reference data needs  INCREASE QUALITY• Mitigate risk and increase transparency of data consumption and usage, utilise the platform to link together silos, providing better integration in short term and possible migration strategy later.  EFFICENCY INCREASE• Reduce complexity of Data handling and therefore running costs, utilise Thomson Reuters data consultancy practice to quantify cost reduction opportunities due to data optimisation  COST REDUCTION• Full audit trail of data provenance  TRANSPARENCY Confidential 14