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Market Data Connector

Overview

FA's Market Data Connector connects your FA with the selected global market data providers to automatically receive inEOD prices and instrument reference data, thus keeping your position valuations and instrument data up-to-date. You can connect to multiple different market data providers simultaneously and flexibly fetch the data you need.

Functionality

Fetch instrument market prices

  • Connect your instruments to market data connectors - you can connect to up to three market data connectors simultaneously, and select which securities' prices to fetch from which connector. For example, you can fetch prices from separate connectors to your bonds and all other instruments. This is possible through manually defining a connector-specific update code to your security, or you can automatically fetch corresponding update codes to all securities the system can find through the connector.

  • Fetch the history of end-of-day prices to an instrument - you can fetch the history of end-of-day (EOD) close prices for a selected security through a market data connector of your choice. You can configure the earliest date for which prices are fetched form, allowing you to ensure you don't unnecessarily get prices for longer history than you need them.

  • Automatically fetch newest end-of-day prices at night - you can schedule nightly updates to fetch end-of-day (EOD) close prices to all your securities. You can configure for how many days' prices you want to update each night.

  • Update prices to all instruments for x number of days - in addition, you can update prices to all securities for a selected time period - you can fetch prices for all securities for 7, 30, 365 days or since the configured earliest market data date.

  • Look for missing or delayed prices during the day - all end-of-day prices might not be available at the same time when they are automatically fetched at night. This module provides you with a tool to search for and update missing or delayed prices multiple times during the day, to ensure you receive the latest available prices when they become available through the connector.

  • Fetch the intraday prices - you can fetch the intraday prices for selected securities if these prices are provided by the market data connector.

  • Use delayed real-time prices in rebalancing or Front - some market data connectors offer delayed real time prices. If your connector supports real time prices you can use these to rebalance your portfolios with the Model Portfolio Management, or show your positions' market value with real time pricing to your clients with the FA Client Front module.

Fetch instrument reference data

  • Connect your instruments to instrument data connectors - you can connect your instruments to instrument reference data provider. The exact instrument information available varies from provider to provider, and may vary depending on your contract with the instrument data provider.

  • Map the external data into your security data in FA - you can select which security information you want to store in FA, and map the data provided by the instrument data provider against your security data in FA. Mapping the data requires a customized configuration.

  • Create new instruments with reference data - you can search for securities based on their ISIN code or other available identifiers through the instrument data connector, and approve to add them as new securities in FA.

  • Update your existing instruments with reference data - you can update your existing securities' data with information provided by your instrument data provider. You can select which information you want to update to your securities, and you can initiate the update manually or automatically update your security data on a scheduled basis.

Supported formats

Using the Market Data Connector module requires you to have access to one or more of the supported market data connectors listed below.

Connector

Instrument

data

Market data

(EOD)

Market data

(real time)

Details

Bloomberg

X

X

Fetch data with Bloomberg Data License by using Web Services protocol (DLWS).

Fetch floating rate coupons.

CoinGecko

X

X

Fetch data (EOD rpices and historical prices) with CoinGecko API.

EOD Historical Data

X

X

X

(delayed)

EOD Historical Data (https://eodhistoricaldata.com/) provides data for stocks, ETFs and Mutual Funds all around the world.

Morningstar

X

X

Fetch data with Morningstar REST APIs. Instrument data consists of calls to certain APIs. *

Fetch MiFID Costs with On Demand APIs.

Infront

X

Fetch data with Infront EOD API.

Refinitiv

X

X

X

(15-min delayed)

Fetch market and security reference data from Refinitiv via REST API.

SIX

X

X

(15-min delayed)

Fetch data with SIX apiD interface.

Stamdata

X

X

Stamdata (https://www.stamdata.com/) provides security information and end-of-day prices for bonds in the Nordics.

* Instrument data from Morningstar consists of calls to certain APIs: fundShareClassBasicInfo, morningstarRating, trailingTotalReturns, assetAllocation, countryAllocation, dailyPerformance, investmentCriteria, prospectusFees, purchaseInformation.