The customised reference data solution of choice

Accurate reference data reduces failed trades and minimises errors in transaction reporting.  With many new and innovative contracts being listed and existing contracts regularly being amended or delisted, it’s more important than ever in today’s modern trading environment to have access to the most up to date and accurate reference data…Welcome to ConSpex.

ConSpex - Resolving contracts, enabling transparency

Too many internal siloes?

In many financial institutions, front, middle and back office professionals use data from preferred sources, which are more often than not updated independently and are not well equipped to ensure consistent data is available for use across an organisation.  Siloed data in the business can lead to a number of issues, including inaccurate data, process failures leading to out trades and the more expensive integration of new functional applications, where silo legacy costs and merging large complex feeds remain a challenge for technology groups.

What's the solution?

It is ConSpex, an accurate, cost effective and customised reference data service for your whole organisation. Customised data feeds can be provided on a daily, weekly, or monthly basis for a single site or global locations, for specific applications be those third party or proprietary or in an enterprise-wide data management solution.

For Trade Support: Customised reference data files built to your specific needs for data item, asset class and exchange coverage requirements - You pay only for what you need and how often you need it.

For Technology Groups: We work with your team to deliver data securely to you in the format you need for your propriety enterprise-wide repositories, security master files or through EDM vendor solutions.

World trading is relying more heavily on derivatives market than ever, so it has never been more important to have reliable quality data from a cost effective and trusted source.

Features include:

  • Contract Specifications information including Market Identifier Code (MIC), Exchange Trading Symbol, Contract Name, Future or Option Indicator, Contract Size, Delivery Type. Exercise Type
  • Trading Dates First Trade Date (FTD), Last Trade Date (LTD), Exercise Date (XD), First Notice Date (FND) and Last Delivery Date (LDD)
  • Contract Size, Tick Size, Tick Value, Numerators and Denominators
  • Margins for Futures
  • Session Times at a contract level  for Regular Trading Hours, First Trade Date, Last Trade Date, with exchange local time calculations back to the timezone of your choice
  • Exchange Holidays at both an exchange and individual contract Level including times a contract can be traded to, from or between on an exchange holiday day
  • Exchange Information including contact details, trading method, clearing house and regulator
  • Exchange Members including membership type indicators and broker codes
  • Monthly Trading Volumes and Open Interest – we have history all the way back to 1980
ConSpex - Resolving contracts, enabling transparency

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