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
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
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

 
User Guide

For more information see the user guide.

 
 
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