Market Data Connector

Connect your instruments to market data connectors - you can connect to up to three market data providers 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. To do this, you can define a connector-specific update code for your security, or 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 the EOD close prices for a security through a market data connector of your choice. You can configure the earliest date for which prices are fetched, to ensure you don't get prices for longer history than you need.

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

Update prices for all securities for x number of days - you can update prices for 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 EOD 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 intraday prices in rebalancing - some market data connectors offer intraday prices. If your connector supports intraday prices you can use them to rebalance your portfolios with Model Portfolio Management.

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

Create new securities with reference data - you can search for securities by ISIN code or other available identifiers through the security data connector, and add them as new securities in FA.

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