Successfully reported this slideshow.
We use your LinkedIn profile and activity data to personalize ads and to show you more relevant ads. You can change your ad preferences anytime.
The fastest machine-readableeconomic and corporate newsAlphaFlash®January 2012
Deutsche Börse – Market Data & AnalyticsAgendaAlphaFlash®   Algo trading today   Overview AlphaFlash®   Macroeconomic d...
Deutsche Börse – Market Data & AnalyticsALGO TRADING TODAY                                                       3
Deutsche Börse – Market Data & AnalyticsAlgo Trading Survey 2011*Automated TraderData and inputs   42% buyside use real t...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®OVERVIEW                                                    5
Deutsche Börse – Market Data & AnalyticsAlphaFlash®Key benefits   Market moving U.S., Canadian, European, Australian, Chi...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®Available data packagesMacroeconomic Releases    Treasury Auctions     ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Macroeconomic Releases and Treasury AuctionsGlobal sourcesData is prov...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Macroeconomic Releases and Treasury AuctionsGlobal sources (cont.) Aus...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®MACROECONOMIC DATA                                                     10
Deutsche Börse – Market Data & AnalyticsAlphaFlash® USA FeedSelection of eventsLabour Market                      Federal ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Canada FeedSelection of eventsLabour Market                        Tra...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® European FeedSelection of events (UK)BOE Data                         ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® European FeedSelection of events (EU)Germany                         E...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Asia-Pacific FeedSelection of events (China)Manufacturing & Confidence...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Asia-Pacific FeedSelection of events (Japan)Sentiment                 ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Asia-Pacific FeedSelection of events (Australia)Labour Market Data    ...
Deutsche Börse – Market Data & AnalyticsTrading opportunityIBOVESPA future contract reacts to US weekly jobless claims(05 ...
Deutsche Börse – Market Data & AnalyticsTrading opportunity(Mini) IBOVESPA futures rise upon US non-farm payrolls(06 Janua...
Deutsche Börse – Market Data & AnalyticsTrading opportunityBRL / USD spot quotation falls after US non-farm payrolls(06 Ja...
Deutsche Börse – Market Data & AnalyticsTrading opportunityMini IBOVESPA future plunges after US weekly jobless claims(12 ...
Deutsche Börse – Market Data & AnalyticsTrading opportunityBRL / USD future spikes after US weekly jobless claims(12 Janua...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®CHICAGO PMI                                                   23
Deutsche Börse – Market Data & AnalyticsAlphaFlash®The Chicago Report (‘Chicago PMI’)   The Chicago Report delivers the n...
Deutsche Börse – Market Data & AnalyticsTrading opportunityEUROSTOXX future reacts to release of Chicago PMI(30 Sept. 2011...
Deutsche Börse – Market Data & AnalyticsTrading opportunityDAX future reacts to release of Chicago PMI(30 Sept. 2011)     ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®TREASURY AUCTIONS                                                      ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® US Treasury FeedEventsTreasury Bills                 Treasury Notes  ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash® Global Treasury FeedCountries and sources   Australia: Australian Off...
Deutsche Börse – Market Data & AnalyticsTrading opportunityBund future reacts to Italy’s BTP auction(14 November 2011)    ...
Deutsche Börse – Market Data & AnalyticsTrading opportunityGilt future selloff after UK 10-year Gilt auction(1 December 20...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®DATA CENTRES AND CODING                                                ...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®Fast data distribution   Lines and equipment selected for lowest laten...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®Coding   Proprietary binary format that is easy to integrate   Docume...
Deutsche Börse – Market Data & AnalyticsAlphaFlash®ABOUT US                                                   35
Deutsche Börse – Market Data & AnalyticsAbout usDeutsche Börse Group     As one of the world’s leading exchange organizat...
Upcoming SlideShare
Loading in …5
×

AlphaFlash now available in Sao Paulo data center

656 views

Published on

Deutsche Boerse Market Data & Analytics hosted a press lunch in Sao Paulo to announce the new AlphaFlash data center. Here is the presentation.

Published in: Economy & Finance, Business

AlphaFlash now available in Sao Paulo data center

  1. 1. The fastest machine-readableeconomic and corporate newsAlphaFlash®January 2012
  2. 2. Deutsche Börse – Market Data & AnalyticsAgendaAlphaFlash® Algo trading today Overview AlphaFlash® Macroeconomic data Chicago PMI Treasury auctions Data centres and coding About us Contact details AlphaFlash® The fastest machine-readable economic and corporate news 2
  3. 3. Deutsche Börse – Market Data & AnalyticsALGO TRADING TODAY 3
  4. 4. Deutsche Börse – Market Data & AnalyticsAlgo Trading Survey 2011*Automated TraderData and inputs 42% buyside use real time data from instruments from other asset classes in systematic algos 21% buyside use event or machine readable news in systematic algos 14% buyside use sentiment or other derived data 9.7% use social media, tweets or other public internet sources 7% use weather or geo-sensory data 72% of buyside firms use corporate action data 63% of sellside firms use latency metrics for execution algos, but only 36% of buysidePublished in Q4 2011, Automated Trader. More than 500 survey respondents. 4
  5. 5. Deutsche Börse – Market Data & AnalyticsAlphaFlash®OVERVIEW 5
  6. 6. Deutsche Börse – Market Data & AnalyticsAlphaFlash®Key benefits Market moving U.S., Canadian, European, Australian, Chinese and Japanese macroeconomic data straight from the original news sources U.S. and global treasury auction announcements and results Unscheduled corporate financial data covering around 100 of the most liquid stocks listed in Germany Optimised network topology for ultra fast direct and easy integration into algo trading applications Dedicated team of IT experts and financial reporters support customers with product integration and are accessible for customer feedback 6
  7. 7. Deutsche Börse – Market Data & AnalyticsAlphaFlash®Available data packagesMacroeconomic Releases Treasury Auctions Corporate News AlphaFlash® AlphaFlash® AlphaFlash® USA Feed US Treasury Feed Corporate News Germany AlphaFlash® AlphaFlash® Canadian Feed Global Treasury Feed AlphaFlash® European Feed AlphaFlash® Asia-Pacific Feed AlphaFlash® Chicago PMI 7
  8. 8. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Macroeconomic Releases and Treasury AuctionsGlobal sourcesData is provided by Need to Know News (NTKN) and Market News International (MNI), both whollyowned subsidiaries of Deutsche Börse Group. Both news agencies are accredited by all relevantnews sources for immediate access to news that moves the financial markets. North America Europe  US Department of Labor  European Central Bank  US Department of Treasury  Bank of England  US Department of Commerce  Office for National Statistics  The Conference Board  ZEW  National Association of Realtors  Institute for Economic Research Ifo  USDA  German Economy Ministry  Statistics of Canada  German Bundesbank  Bank of Canada  Swiss Federal Department of Finance  And more  Eurostat  And More 8
  9. 9. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Macroeconomic Releases and Treasury AuctionsGlobal sources (cont.) Australia Japan  Australian Bureau of Statistics  Ministry of Finance  Australian Office of Financial Management  Bank of Japan  Bank of Australia  Cabinet Office  Ministry of Economy, Trade and Industry China  Ministry of Health, Labour and Welfare  Ministry of Internal Affairs and Communication  National Bureau of Statistics  Ministry of Land, Infrastructure and Tourism  People’s Bank of China  And more  Ministry of Finance  Ministry of Commerce  National Development and Reform Commission 9
  10. 10. Deutsche Börse – Market Data & AnalyticsAlphaFlash®MACROECONOMIC DATA 10
  11. 11. Deutsche Börse – Market Data & AnalyticsAlphaFlash® USA FeedSelection of eventsLabour Market Federal Reserve Data Nonfarm Payrolls  FOMC Rate Decisions Initial Jobless Claims  FOMC Details Employment Cost Index  Industrial ProductionManufacturing Data Growth & Income Empire Fed Manufacturing Index  Gross Domestic Product Philly Fed Manufacturing Index  Personal Income/Consumption ISM Manufacturing Index Trade DataHousing Market Data  Retail Sales Existing Home Sales  Durable Goods Orders Pending Home Sales Index  Wholesale Trade New Home Sales Price DataEnergy  Consumer Price Index DOE Crude Inventories  Producer Price Index EIA Natural Gas Storage  PCE Price IndexAs at March 2011 11
  12. 12. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Canada FeedSelection of eventsLabour Market Trade Data Payrolls  Retail Sales Labour Force Survey  Wholesale Trade  New Motor Vehicle SalesHousing Market Data CMHC Housing Starts Growth & International Trade Data Building Permits  Gross Domestic Product  International Merchandise TradeBank of Canada Data  International Transaction Securities BoC Rate Announcement Price DataManufacturing Data  Consumer Price Index Monthly Manufacturing Survey  Industrial Product & Raw Material Price Index YVEY Purchasing Managers IndexAs at March 2011 12
  13. 13. Deutsche Börse – Market Data & AnalyticsAlphaFlash® European FeedSelection of events (UK)BOE Data GDP & OECD Data BOE Rate Decision  GDP (1st, 2nd & 3rd Estimates) Quantitative Easing  NIESER Monthly GDB Estimate BOE MPC Minutes Details  Quarterly National Accounts Housing Equity Withdrawal  Composite Leading IndicatorTrade Data CBI & BBA Data Retail Sales  CBI Distributive Trades Shop Sales  CBI Industrial Trends  BBA Mortgage ActivityPrice Data Consumer Price Index Labour & Manufacturing BOE Gfk NOP Inflation Report  Labour Report BRC Monthly Shop Price Index  Industrial ProductionAs at March 2011 13
  14. 14. Deutsche Börse – Market Data & AnalyticsAlphaFlash® European FeedSelection of events (EU)Germany European Central Bank (ECB) ZEW Economic Sentiment  Sentix EZ Economic Index Gross Domestic Product  EZ Current Account  EZ Quarterly GDP Producer Prices  ECB Interest Rate Decision Retail Sales IFO Business Climate France Industrial Orders  Bank of France Survey  Consumer SentimentEuro Area  GDP Construction Output  HICP CPI Final HICP Inflation Rate  MFG Sentiment Flash Inflation Estimate Unemployment Rate Belgium Retail Trade  BNB Business SentimentAs at March 2011 14
  15. 15. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Asia-Pacific FeedSelection of events (China)Manufacturing & Confidence Data Housing & Investment Data Industrial Output  Fixed Asset Investment CFLP Manufacturing Index  Money Supply Consumer Confidence Index  FX Reserves  Foreign Direct InvestmentPrice Data  Real-Estate Investment Producer Price Index  Commercial Building Sales Consumer Price Index  Bank Lending Retail Price Index Corporate Goods Price Index Growth & International Trade Data Housing Sales Price Index  GDP  Macro-Economic Climate IndexSector Data  International Trade Retail Sales  Volume of Transportation CFLP Non-Manufacturing IndexAs at March 2011 15
  16. 16. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Asia-Pacific FeedSelection of events (Japan)Sentiment Growth & Spending Data Tankan  GDP Consumer Confidence  Household Spending Economy Watchers Survey  Money StockSector Data International Trade Data Machinery Orders  International Trade Retail Sales  Balance of PaymentsLabour & Price Data Manufacturing & Housing Market Data Labour Force Survey  Industrial Production General Employment Situation  All Industry Activity Index Producer Price Index  Housing Starts Consumer Price Index  Construction Orders Corporate Goods Price IndexAs at March 2011 16
  17. 17. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Asia-Pacific FeedSelection of events (Australia)Labour Market Data Growth Data Labour Force  GDP Job Vacancies Price DataSector Data  International Trade Price Indices Retail Trade  Producer Price Index New Motor Vehicle Sales  Consumer Price Index Lending Finance  Labour Price IndexHousing & Credit Market Data International Trade Data Housing Finance  International Trade Building Approvals  Balance of Payments Dwelling Unit CommencementsAs at March 2011 17
  18. 18. Deutsche Börse – Market Data & AnalyticsTrading opportunityIBOVESPA future contract reacts to US weekly jobless claims(05 January 2012) 11:30 h Brasilia Summer Time IBOVESPA future up +34 ticks (170 index points) US Initial Jobless Claims: 372 k immediately after release Consensus: 375 k Strong news reversal pushing IBOVESPA future down -60 ticks (300 index points)Source: Bloomberg Market Data 18
  19. 19. Deutsche Börse – Market Data & AnalyticsTrading opportunity(Mini) IBOVESPA futures rise upon US non-farm payrolls(06 January 2012) 11:30 h Brasilia Summer Time Mini IBOVESPA future up +20 US non-farm Payrolls: + 200 k ticks (100 index points) to 59,590 Consensus: + 155 k Strong correlation due to same underlying Bovespa Index => arbitrage opportunities after macro economic data IBOVESPA future up +24 ticks (120 index points) to 59,610Source: Bloomberg Market Data 19
  20. 20. Deutsche Börse – Market Data & AnalyticsTrading opportunityBRL / USD spot quotation falls after US non-farm payrolls(06 January 2012) 11:30 h Brasilia Summer Time US non-farm Payrolls: + 200 k BRL / USD spot down -50 pips straight after release Consensus: + 155 kSource: Bloomberg Market Data 20
  21. 21. Deutsche Börse – Market Data & AnalyticsTrading opportunityMini IBOVESPA future plunges after US weekly jobless claims(12 January 2012) Mini IBOVESPA future down -56 ticks (230 index points) 163 trades: 11:30:00 – 11:30:03 11:30 h Brasilia Summer Time US Initial Jobless Claims: 399 k Consensus: 375 kSource: Bloomberg Market Data 21
  22. 22. Deutsche Börse – Market Data & AnalyticsTrading opportunityBRL / USD future spikes after US weekly jobless claims(12 January 2012) 11:30 h Brasilia Summer Time US Initial Jobless Claims: 399 k Consensus: 375 k USD BRL future spikes 60 pipsSource: Bloomberg Market Data 22
  23. 23. Deutsche Börse – Market Data & AnalyticsAlphaFlash®CHICAGO PMI 23
  24. 24. Deutsche Börse – Market Data & AnalyticsAlphaFlash®The Chicago Report (‘Chicago PMI’) The Chicago Report delivers the number for the composite Chicago Business Barometer (commonly referred to as ‘Chicago PMI’) from the Institute for Supply Management (ISM) Chicago in machine-readable format The Chicago PMI (based on a survey of purchasing professionals) reports the extent of expanding or contracting economic activity; it is closely tracked by traders and analysts for clues to the national ISM index numbers which follow it by a day The Chicago PMI is published on the last working day of each month at 8:45 am CT (Chicago time) A subscription to AlphaFlash® gives access to the Chicago PMI 3 minutes before public releaseAs at November 2011 24
  25. 25. Deutsche Börse – Market Data & AnalyticsTrading opportunityEUROSTOXX future reacts to release of Chicago PMI(30 Sept. 2011) Chicago PMI Sept 11 at 60.4 Consensus was 55.4Source: Bloomberg Market Data 25
  26. 26. Deutsche Börse – Market Data & AnalyticsTrading opportunityDAX future reacts to release of Chicago PMI(30 Sept. 2011) Chicago PMI Sept 11 at 60.4 Consensus was 55.4Source: Bloomberg Market Data 26
  27. 27. Deutsche Börse – Market Data & AnalyticsAlphaFlash®TREASURY AUCTIONS 27
  28. 28. Deutsche Börse – Market Data & AnalyticsAlphaFlash® US Treasury FeedEventsTreasury Bills Treasury Notes 4-week bill  2-year note 3-month bill  3-year note 6-month bill  5-year note 52-week bill  7-year note  10-year noteTIPS & Cash Management Bills 5-year note Treasury Bonds 10-year note  30-year bond 20-year bond 30-year bondAs at March 2011 28
  29. 29. Deutsche Börse – Market Data & AnalyticsAlphaFlash® Global Treasury FeedCountries and sources Australia: Australian Office of Financial Management (AOFM) / The Reserve Bank of Australia (RBA) Austria: Austrian Federal Financing Agency (AF-FA) Belgium: Belgian Debt Agency Canada: Bank of Canada Germany: Deutsche Bundesbank Italy: Department of Treasury (Dipartimento del Tesoro) New Zealand: New Zealand Debt Management Office (NZDMO) Poland: Ministry of Finance - Public Debt Department Russia: MICEX Market Data & Indices Department Sweden: Swedish National Debt Office (Riksgälden) Switzerland: Federal Department of Finance (FDF) United Kingdom: UK Debt Management Office (DMO)As at November 2011 29
  30. 30. Deutsche Börse – Market Data & AnalyticsTrading opportunityBund future reacts to Italy’s BTP auction(14 November 2011) Official Release: 11:09:15 CET Scheduled Release: 11:15 CET Italy sells EUR 3.0 bn BTP 4,75% Sep 2016 Target : EUR1.5 bn – EUR 3.0 bn Average Yield: 6.29 % Bid-to-Cover: 1.469 = better than expected BUND future down -15 ticks / 1st minuteSource: Bloomberg Market Data 30
  31. 31. Deutsche Börse – Market Data & AnalyticsTrading opportunityGilt future selloff after UK 10-year Gilt auction(1 December 2011) Official Release: 11:35:06 CET UK sells GBP 3 bn Gilt 3.75% Sep 2021 Jan 2022 Average Yield: 2.391 % Bid-to-Cover: 1.61 = price tail of 8 ticks was a sign of poor quality demand GILT future trades 1 at 113.97 before release GILT future immediately drops to 2 113.80 after release of auction results and further down to 113,42Source: Bloomberg Market Data 31
  32. 32. Deutsche Börse – Market Data & AnalyticsAlphaFlash®DATA CENTRES AND CODING 32
  33. 33. Deutsche Börse – Market Data & AnalyticsAlphaFlash®Fast data distribution Lines and equipment selected for lowest latency possible  Custom engineered telecommunication lines and equipment Proximity hosting near trading centres or news sources  Chicago  Washington D.C.  Secaucus (New Jersey)  London  Frankfurt  Sydney  Tokyo  Singapore 33
  34. 34. Deutsche Börse – Market Data & AnalyticsAlphaFlash®Coding Proprietary binary format that is easy to integrate Documentation spec in XML Example programs in Java, C++ and C# Test message generator Easy access to development and IT staff Calendar of scheduled events in XML for simple integration 34
  35. 35. Deutsche Börse – Market Data & AnalyticsAlphaFlash®ABOUT US 35
  36. 36. Deutsche Börse – Market Data & AnalyticsAbout usDeutsche Börse Group As one of the world’s leading exchange organizations with more than 3000 employees, Deutsche Börse Group provides investors, financial institutions and companies access to global capital markets Germany’s leading stock market and pan-European electronic trading platform Xetra® as well as one of the world’s leading derivatives market Eurex® are operated by Deutsche Börse Group The Group’s business covers the entire process chain from securities and derivatives trading, clearing, settlement and custody, the development of electronic trading systems, to providing high quality market data.MNI Market News International (MNI), a wholly owned subsidiary of Deutsche Börse Group, is a leading real-time news agency dedicated to providing global capital markets with trading relevant information Founded in 1983, MNI is one of the few real-time financial news agencies with press credentials recognized by the White House, both US houses of Congress, the Fed, the Bundesbank, the ECB, as well as by the governments and central banks of all G-7 nations Market News International has 90 employees in offices across Europe, Asia and the United States MNI was acquired by Deutsche Börse Group in December 2008Need to Know News Need to Know News (NTKN), a business entity of Deutsche Börse Group, is a US financial news agency and leading provider of algorithmic news Founded in 2004, NTKN is currently accredited to report from key economic institutions in the US, Canada, Germany, UK and various other European countries NTKN was acquired by Deutsche Börse Group in November 2009 36

×