Details
Data Description
Boerse Stuttgart Research Database provides order flow data for trades at Boerse Stuttgart as well as master data for the description of financial instruments traded at Boerse Stuttgart. Order flow data is available from April, 2009 and master data is available as monthly snapshots of all tradable instruments starting from January, 2009. The following two paragraphs present data samples for order flow data and master data:
Order Flow Data (example)
| |||
|---|---|---|---|
Variable | Value | ||
Ordernumber | 805024200286 | ||
Timestamp | 2008-05-02 05:09:07.830 | ||
Code | 001 | ||
ISIN | DE000BN1U77 | ||
Buysell | V | ||
Size | 100.00 | ||
Limit | 4.6900 | ||
LimitType | SL | ||
StopLimit | 0.0000 | ||
Tradeprice | NULL | ||
Tradequantity | NULL | ||
Tradevalue | NULL | ||
Master Data (example)
| |||
|---|---|---|---|
Variable | Value | ||
ISIN | DE000CM8AFZ0 | ||
WKN | CM84FZ0 | ||
ProductName | Bonus-Zertifikat-Pro | ||
Type | AZE | ||
Underlying | DE0008469008 | ||
UnderlyingType | IND | ||
Percentnotice | n | ||
Optiontype | Call | ||
KO | |||
IssuerName | Commerzbank AG, Frankfurt am Main | ||
UnderlyingName | DAX | ||
Country | DEU | ||
Description | Gehoert zur Gruppe der Bonus-Zertifikate | ||
UnderlyingRIC | .GDAXI | ||
FirstTradingDay | 20.05.2009 | ||
LastTradingDay | 14.06.2010 | ||
KOTime | |||
Coupon | |||
Currency | EUR | ||
SubscriptionRatio | 0.01 | ||
Cap | |||
LastEvaluationDay | 17.06.2010 | ||
StrikePrice | 0 | ||
KnockoutBarrier | |||
ExcerciseType | e | ||
SecurityLevelValidFrom | 17.03.2010 | ||
SecurityLevel | 4600 | ||
BonusLevel | 5400 | ||
For more information see the user guide.