New Releases NextHistory Cash 2007

Please be informed of the changes to our NextHistory Cash service effective from 1 January 2007. The following table shows the changes and downloadable test files.
  		• The NextHistory cash products are in order of depth and detail (ending with the deepest and most detailed):
  • End of Day file (EoD)
    		•
  • Trade file
    		•
  • BBO file
    		•
  • Order File
    		•
  		• The calendar file, instrument characteristics file and adjustments file (corporate action information), will not change and will still be included in the EoD file, the Trade file, the BBO file and the Order file.
  		• The dividend file will be offered as a separate product within the NextHistory cash data product range. This dividend file will be available free of charge for existing clients until 31st December 2007.
  		• The EoD file and Trade file will be restructured and improved.
  		• The NextHistory Trade file product will be expanded to include a trade report file containing OTC information. Clients can obtain this file free of charge within the trade file product until further notice.
  		• As from 2007, a new version of the Order file product will be available on a monthly basis. Please note that no back history files will be available.
    Test Files   ZIP CSV
    Euronext - All locations - Calendar file
    Brussels - Instrument Characteristics file
    Brussels - Adjustments file
    Brussels - Dividend file
    Brussels - EoD file (changed) Additional Information
    Brussels - Trade file (changed, including TradeReport file) Additional Information
    Brussels - TCS file (Trade Report File) Additional Information
    Brussels - BBO file
    Brussels - Order file (new) Additional Information
    Further information can also be found in the accompanying (user manual 1.3.2)   
     

    Changes to NextHistory cash data files with effect from 1 January 2007
    File Change
    NextHistory cash products available by subscription
    End of Day (EoD) file
  • The redundant data fields <Gross dividend>, <Net dividend> and <Adjustment coefficient> will be removed from the EoD files.
  • The <Gross dividend> and <Net dividend> fields will still be included in the dividend file, and the adjustment coefficient will still be included in the adjustments file.
    • Trade file (including EoD)
  • This product contains data on all cash trades executed via the central order book.
  • The following data fields will be removed from the Trade file as from 1 January 2007.
    • Number of buying orders
    • Buying order entry date
    • Number of selling orders
    • Selling order entry date
  • Until MiFID comes into force in 2007, the Trade file will include the Trade Report file, containing all OTC cash trades reported to the exchange via the TCS-platform. The OTC trades data will be offered as a separate product in the near future.
    		•
    BBO file (including Trade file and EoD file)
  • No changes
    		•
    Order file (including Trade file and EoD file) New monthly files available from February 2007. More information available via your Account Manager.
    General files provided with each NextHistory cash data product
    Calendar file
  • No changes
    		•
    Instrument characteristics file
  • No changes
    		•
    Adjustments file
  • No changes
    		•
    Dividend file
  • No changes
  • This file will be provided as a separate product in the near future
    		•
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