Distribution channel of sse csi indices csi 2012 5
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上证与中证系列指数数据发布渠道简介 DISTRIBUTION CHANNEL OF SSE/CSI INDICES 中证指数公司 CSI 2012-5 PowerPoint PPT Presentation


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上证与中证系列指数数据发布渠道简介 DISTRIBUTION CHANNEL OF SSE/CSI INDICES 中证指数公司 CSI 2012-5. 中证与上证系列指数管理与销售情况 CSI and SSE Index Management and Sales. 2006 年起,中证指数公司受托管理全部上证系列指数 In 2006, CSI was authorized to run all SSE indices. 2008 年起,中证指数公司委托 CIIS 代理海外指数数据销售

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上证与中证系列指数数据发布渠道简介 DISTRIBUTION CHANNEL OF SSE/CSI INDICES 中证指数公司 CSI 2012-5

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Distribution channel of sse csi indices csi 2012 5

上证与中证系列指数数据发布渠道简介DISTRIBUTION CHANNEL OF SSE/CSI INDICES中证指数公司 CSI2012-5


Csi and sse index management and sales

中证与上证系列指数管理与销售情况CSI and SSE Index Management and Sales

  • 2006年起,中证指数公司受托管理全部上证系列指数

    In 2006, CSI was authorized to run all SSE indices.

  • 2008年起,中证指数公司委托CIIS代理海外指数数据销售

    In 2008, CSI authorized CIIS as the agent for oversea sales

    of index data.


Index data

指数数据 Index Data

  • 静态数据Static Data

    -指数基本信息(名称、各渠道中代码、基日、基期等)

    Index basic information (Name, Codes in different channels, Base date, Base period)

    -指数样本与调样信息

    Index constituents and adjustment information

    -指数权重

    Index weight

    -指数收盘行情

    Index close quotation

    -债券估值

    Bond valuation


Index data1

指数数据 Index Data

  • 静态数据 Static Data

    市盈率、市净率、股息率、行业分类等公共信息

    P/E ratio, P/B ratio, P/D ratio, Industry Classification and other public information.

    均为格式化数据,资讯商可以通过程序解析和入库,无需人工处理

    All of the above is formatted data. Therefore, information vendors could use program for data analysis and storage without any manual process.

  • 动态数据 Dynamic Data

    实时行情

    Real time quotation


Distribution channels of real time data

实时数据发布方式Distribution channels of real time data

  • 2012年,上交所通过了《指数编制管理办法》,约定指数将通过上交所行情文件(show2003/level2)与指数通(indexpress)发布

    In 2012, SSE published the “Indexing Management Methods”, and

    stated that indices will be distributed by SSE quotation files

    (show2003/level2) and indexpress.

  • 2012年4月,指数通(indexpress) 通过上交所卫星系统转发,并通知市场,未来部分指数仅通过指数通(indexpress) 发布

    Since April 2012, indexpress is transmitted via the SSE satellite

    system. In the future, some indices will only be disseminated by

    indexpress.


Distribution channels of real time data1

实时数据发布方式Distribution channels of real time data

  • 增量:2012年5月起,部分指数将只通过指数通(indexpress)发布;

    Incremental Indices:Since May 2012, some indices is only

    distributed by indexpress.

  • 存量:2012年6月起,上交所行情文件(show2003/level2)中将逐步删除部分指数,该些指数转由指数通(indexpress)发布

    Existing Indices: Since June 2012, some indices will be deleted

    from SSE quotation files (show2003/level2), and be distributed

    by indexpress.


Sse quotation and indexpress

上交所行情与指数通SSE quotation and Indexpress

  • 上交所行情 SSE quotation

    更新频率:5S(无论SHOW2003/LEVEL2)

    Update frequency:5S(in SHOW2003/LEVEL2)

    指数条数:由上交所计算的部分指数

    Indices amount: some indices calculated by SSE

  • 指数通 Indexpress

    更新频率:15S

    Update frequency: 15S

    指数项目:指数公司计算的全部指数+转播上交所行情中全部指数+IOPV

    Indices amount:all indices calculated by CSI + all indices in SSE quotation + IOPV


Data access method

数据获取途径Data access method

  • 静态数据 Static Data

    1、指数公司FTP服务器(位于上海/香港,支持专线/INTERNET接入)

    CSI FTP server. (located in SH and HK, supports both special line and internet access)

    2、CIIS服务器

    CIISserver.

  • 上交所行情文件(略)SSE quotation files


Data access method1

数据获取途径Data access method

  • 指数通行情 Indexpress quotation

    1、安装指数公司专用通讯程序获取(服务器位于上海/香港,支持专线/INTERNET接入)

    Install the CSI communication software to access. (The server is located in SH and HK, supports both special line and internet access)

    2、从LEVEL2系统获取(仅支持A股交易日)

    Obtain from LEVEL2 system. (Only support A share trading date)

    3、未来,通过港交所新一代数据系统(洽谈中)

    In the future, obtain from the new HKG data system. (In discussion)


Data access recommended solution

数据获取-推荐方案Data access – Recommended solution

  • 静态数据 Static data

    建议接入静态数据服务平台,减少人工操作工作量

    Recommended to access the static data service platform, to reduce manual work

  • 动态数据 Dynamic data

    1.最优方案 Best solution

    利用指数基本信息中,判断某个指数由上交所、CSI计算,分别从上交所行情文件、指数通中,获得最快的行情;(如沪深300取自上交所行情文件,两岸三地500指数取自指数通)

    Use the index basic information to judge whether one index is calculated by SSE or CSI, and then use SSE quotation files or indexpress accordingly to obtain the fastest quotation. (e.g. Use SSE quotation files to obtain CSI300, and use indexpress to obtain CSI Cross-Straits 500)


Data access recommended solution1

数据获取-推荐方案Data access – Recommended solution

  • 动态数据 Dynamic data

    2、最便捷方案 Most convenient solution

    从指数通中获取全部指数行情(但所有指数更新速度均为15S)

    Obtain all indices quotation from indexpress. (However, the update frequency for all indices is 15s.)


Thank you

谢谢!Thank you!


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