Other BME Products
and Services
A. Dissemination of
information: Market Data
BME Market Data, S.A. is the BME Group company
that specialises in handling, generating and selling infor-
mation from the BME Group’s various regulated markets
and multilateral trading facilities, and in developing va-
lue-added services aimed at the securities industry. BME
Market Data offers real-time market information, as well
as end of day and historical data through specialised pro-
ducts covering all of the financial instruments listed in
the BME Group. These products are as follows:
Market data disseminated as and when it is genera-
ted which is needed by investors that want to trade on the
market. Data comprise buy and sell positions in the market
and the volumes of associated securities; transaction prices;
the exact time at which prices are set and the volumes of
securities and cash thereof; the type of trade; open interest
(in the case of derivatives); the stock ticker and name, etc.
Includes opening price, maximum price, minimum
price, closing price, volume traded, cash traded and
number of trades, number of contracts and open interest
in the case of derivatives, or the latest IRR in the case of
fixed-income securities.
Main characteristics (primarily qualitative) of all
the securities and issuers thereof. Can be classified into
two sub-groups:
a. Master data: Provide all characteristics on ins-
truments listed on the markets, including: ISIN, code,
issuer, security type, total number of shares traded, cu-
rrency, market/segment, tick size (decimals), nominal,
number of shares admitted to trading. In the case of
warrants, data also include: underlying security, matu-
rity date, price multiplier of contract, or strike price (for
options); and for fixed income securities: coupon, re-
demption type, number of cash flows, issue date, cou-
pon periodicity, total amount issued.
b. Significant events published by issuers regar-
ding their securities admitted to trading.
Comprise all data generated during a trading session
through real-time data flow, delivered at the session end
in a single file. This information is usually used to test tra-
ding algorithms, to feed in to simulations, or to perform
academic research using high-frequency data.
Includes all data on the indices calculated by the
BME Group: ticks during the session, securities included
in the index, weighting of each security, index divisor,
and significant events affecting the calculation thereof.
BME Market Data also operates a transaction re-
porting service that allows the reporting to the CNMV
of those transactions on instruments included in Article
2 of the Securities Markets Law that have been made by
investment firms and credit institutions involving instru-
ments not admitted to trading in any Regulated Market
or Multilateral Trading Systems operated by BME.
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