Module of integration with DataScope Select

The module of integration with DataScope Select by Refinitiv allows receiving and using reference and market data on financial instruments and issuers in capQORT program software.

Reference Data Content

  • Issuers (Russian and foreign public companies): names, LEI code.
  • Assets: issuer, registration codes (ISIN, CFI), number of issued securities, par value and currency, redemption date, etc.
  • Coupons: period, annual interest rate, schedule of payments, etc.

Market Data Content

  • Issuers (Russian and foreign public companies): names, LEI code.
  • Assets: issuer, registration codes (ISIN, CFI), number of issued securities, par value and currency, redemption date, etc.
  • Coupons: period, annual interest rate, schedule of payments, etc.

Parameters of Received Market Data:

  1. Bid

  2. Offer

  3. Best bid

  4. Best offer

  5. Previous closing price

  6. Last trade price

  7. Last trade date

  1. Closing yield (for bonds)

  2. Nominal yield (for bonds)

  3. Volatility

  4. AI (for bonds)

  5. Quotes currency

  6. Turnover

Data Delivery and Updates

The module automatically sends a request to the database via Rest API DataScope Select by specified financial instruments’ ISIN codes and imports reference and market data on assets and their issuers to capQORT. If the system lacks data on assets and/or their issuers, such assets and/or issuers will be automatically generated in the system.

To update reference and market data by chosen assets, it is possible to specify start and end time of the procedure and the frequency of updates.

To get market data, it is necessary either to manually generate a request in the capQORT terminal or add a task to the schedule for automatic market data delivery at a specified time.


Technical Requirements

The module is installed on the same computer as the capQORT server.

Information about Refinitiv


Refinitiv is one of the world’s largest providers of data and infrastructure solutions for financial markets. It works with 40000 institutions in over 150 countries. Refinitiv provides data and insights, trading platforms, infrastructure solutions for market data, and open technologies platforms which support and combine the global community of financial markets. The company’s technologies ensure progress in such areas as trading, investment, private capital and corporate risks management, combating financial crimes, market data regulation and management.

Contracting


Peter Makarov

Commercial Director, Corporate solutions

E-mail: Peter.Makarov@refitiniv.com, phone: +7 (495) 775 1220 (ext. 220)

A separate contract for data acquisition must be concluded with Refinitiv.

Trial access to DataScope Select is provided for 30-day period.


Contacts
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