Real-time Datafeeds 
22/12/2016 
 

Real-time Securities Market Data

OMD-C datafeed products brings subscribers vital trading data of all products traded on the Stock Exchange of Hong Kong Limited, which include equities, REITs, debt securities, exchange-traded funds, unit trusts/mutual funds, equity-linked instruments, derivatives warrants, callable bull/bear contracts, etc.

  • OMD Securities Standard ("SS") Datafeed
  • OMD Securities Premium ("SP") Datafeed
  • OMD Securities FullTick ("SF") Datafeed

The table below shows the information available from OMD-C datafeed products and the difference between different levels of data.  Information vendors can package the data based on the datafeed products they subscribe and the depth of trading data their subscribers require.

Information

BMP

Level 1 Data

Level 2 Data

Level 2 + One Data

Full Book Data

Previous Close

Y

Y

Y

Y

Y

Day High & Low

Y

Y

Y

Y

Y

Best Bid/Ask Price & Bid/Ask Volume

Y

Y

Y

Y

Nominal Price and/or Last Traded Price

Y

Y

Y

Y

Y

Shares Traded & Turnover

Y

Y

Y

Y

Y

Market Depth (10 price levels)
Shows the number of orders and aggregated volumes at each level of the best ten bids and asks

Y

Y

Y

Trade Tickers
Information about the last transacted trades

Y

Y

Y

Broker Queue
Brokers in the order queues:
Shows the top 40 brokers on the bid and ask sides

Y

Y

Y

Aggregate Market Depth (beyond 10 price levels)

Show the total number of orders and volume of all levels above the best ten bids and asks

 

 

Y

Y

All Order Information

 

 

Y

 

Real-time Derivatives Market Data

OMD-D datafeed products brings subscribers vital trading data of all products traded on the Hong Kong Futures Exchange Limited (HKFE) and the Stock Options Market of the Stock Exchange of Hong Kong Limited (SEHK), which include the following products:

- Stock Futures

Equity index futures and options

- Futures on Interest Rate and Fixed Income instruments

- Commodities Products

- Stock Options

- Currency Futures

Gold Futures

  •    OMD Derivatives Standard ("DS") Datafeed
  •    OMD Derivatives Premium ("DP") Datafeed
  •    OMD Derivatives FullTick ("DF") Datafeed

The table below shows the information available from OMD-D datafeed products and the difference between different levels of data.  Information vendors can package the data based on the datafeed products they subscribe and the depth of trading data their subscribers require.

Information

BMP

Level 1 Data

Level 2 Data

Level 2 + One Data

Full Book Data

Previous Close

Y

Y

Y

Y

Y

Day High & Low

Y

Y

Y

Y

Y

Best Bid & Ask

Y

Y

Y

Y

Last Traded Price

Y

Y

Y

Y

Y

Traded Volume & Turnover

Y

Y

Y

Y

Y

Market Depth (10 price levels)
Shows the number of orders and aggregated volumes at each level of the best
ten bids and asks

Y

Y

Y

All Trades
Information about the last transacted trades

Y

Y

Y

Aggregate Market Depth (beyond 10 price levels)
Shows the total number of orders and volume of all levels above the best ten bids and asks

Y

Y

All Order Information

 

 

Y

 

Issuer News

  • IIS News Datafeed

Issuer Information feed Service (IIS) is a system for real-time feed service providing instantly trading news and announcements from listed companies and issuers listed on the HKEX securities market.

HKEX listed companies are obliged under the Listing Rules to inform the market about their financial positions and activities that could affect their stock prices through issuer announcements.

Issuer announcements containing information that may influence stock prices are as important as real-time market data to investors.

IIS News feed covers both news headings and contents and the types of news and announcements covered in IIS News feed are as follows: 

    Announcements from listed issuers including news about reorganizations, Connected Transactions or Notifiable Transactions, change of key executives, board meeting and Annual General Meeting notifications, dividend announcements, profit warnings, changes to share capital, etc. 

    Financial reports and annual reports from listed companies, prospectus for initial public offerings (IPO), allotment results of IPOs, other documents in connection with listing such as prospectuses, Circulars etc.

    Trading News of the HKEX securities market issued by the Stock Exchange of Hong Kong Limited

 

Real-time Index Market Data

  • OMD Index (“Index”) Datafeed

OMD Index feed brings subscribers index information below. Information vendors who wish to redistribute the indexes will need to get the corresponding licence from the index compiler directly.

OMD Index feed is currently offered complimentary to all clients with direct connection to OMD datafeed.  HKEX reserves the right to impose charges on OMD Index in future.

Index Information

Third Party Indices (In text page format) from third party index compilers such as:

§ Hang Seng Indexes Company Limited

   China Securities Index Company Limited

 

Index information including but not limited to:




Hang Seng Index (HSI); HSI Sub Indices; Hang Seng China Enterprises Index (HSCEI); Hang Seng China Affiliated Corporations Index (HSCCI); HSI Volatility Index (VHSI) supplied by Hang Seng Indexes Company Ltd.

CES China HK Mainland Index, CES China A80 Index, CES China 120 Index, CSI 300 Index, CSI Hong Kong 100 Index, CSI Cross-Straits 500 Index, CSI China Mainland Consumer Index, CSI Hong Kong Private-owned Mainland Enterprises Index, CSI Hong Kong State-owned Mainland Enterprises Index, CSI Hong Kong Listed Tradable Mainland Real Estate Index, CSI Hong Kong Listed Tradable Mainland Consumption Index, CSI Overseas Mainland Enterprises Index (HKD), CSI Hong Kong Dividend Index, CSI RAFI Hong Kong 50 Index, CSI Hong Kong Middle Cap Select Index, CSI HK Mainland Enterprises Index, SSE Composite Index, SSE 50 Index, SSE 180 Index, SSE 380 Index, SSE Dividend Index, SSE Mid Cap Index, SSE 180 Governance Index, SSE Mega-cap Index, SSE Industry Top Index and SSE Commodity Equity Index supplied by China Securities Index Company Limited.

S&P/HKEX Indices

S&P/HKEX indices including LargeCap index and S&P/HKEX GEM index supplied by Standard & Poor's (“S&P”).