Tuesday, May 15, 2012
Financial Products News #2012 - 31
NASDAQ OMX to Begin Dissemination of New Third Party ETF Data on GIDS Effective Wednesday, May 23, 2012
Data Feeds Impacted:
What you need to know:
What has been announced?
Effective Wednesday, May 23, 2012, data recipients will receive intraday iiNAV information for the following Vanguard ETFs via the proprietary GIDS data feed.
- Vanguard S&P 500 ETF GBP (Symbol: IVUSAGBP.IV)
- Vanguard S&P 500 ETF USD (Symbol: IVUSDUSD.IV)
- Vanguard FTSE Emerging Markets ETF GBP (Symbol: IVFEMGBP.IV)
- Vanguard FTSE Emerging Markets ETF USD (Symbol: IVDEMUSD.IV)
- Vanguard FTSE All-World ETF GBP (Symbol: IVWRLGBP.IV)
- Vanguard FTSE All-World ETF USD (Symbol: IVWRDUSD.IV)
- Vanguard FTSE UK Government Bond ETF GBP (Symbol: IVGOVGBP.IV)
- Vanguard FTSE 100 ETF GBP (Symbol: IVUKEGBP.IV)
How will the ETF data be disseminated?
NASDAQ OMX will use existing GIDS ETF message formats to provide the ETF directory and intraday tick information:
- ETF Directory Message (Category A - Type E): Disseminated as part of the start-of-day and designed to provide the symbols of the ETF valuations.
- Tick Value Message (Category P - Type A): Represents an intra-day portfolio value (IPV) for the ETF.
At the customer's request, the ETF Daily Valuation (Category P - Type D) Message will not be supported at this time.
To support the dissemination of non-NASDAQ OMX-listed ETF data and avoid potential symbol conflicts, NASDAQ OMX recommends that firms refer to the ETF Directory Message (Category A - Type E) and process the following data elements:
- Market of Origin
NASDAQ OMX will identify this ETF via the following data elements in GIDS:
|Instrument Name||Trading Symbol||Intraday Portfolio Value|
|Vanguard S&P 500 ETF GBP||VUSA||IVUSAGBP.IV|
|Vanguard S&P 500 ETF USD||VUSD||IVUSDUSD.IV|
|Vanguard FTSE Emerging Markets ETF GBP||VFEM||IVFEMGBP.IV|
|Vanguard FTSE Emerging Markets ETF USD||VDEM||IVDEMUSD.IV|
|Vanguard FTSE All-World ETF GBP||VWRL||IVWRLGBP.IV|
|Vanguard FTSE All-World ETF USD||VWRD||IVWRDUSD.IV|
|Vanguard FTSE UK Government Bond ETF GBP||VGOV||IVGOVGBP.IV|
|Vanguard FTSE 100 ETF GBP||VUKE||IVUKEGBP.IV|
Where can I find additional information?
- For questions about NASDAQ OMX Information, LLC data products, please contact NASDAQ OMX Global Data Products at +1 301 978 5307 or +45 3393 3366.
- For additional information about the Vanguard ETF products, please call +44 (0) 207 489 6931.
- For more information about Interactive Data Corporation and its businesses, please visit their website.
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