Thursday, July 05, 2012
Financial Products News #2012 - 49
NASDAQ OMX to Begin Dissemination of 10 New CRSP Indexes on GIDS Effective July 16, 2012
Data Feeds Impacted:
What you need to know:
What are the new CRSP indexes?
The new CRSP indexes blend advancements in academic research with current commercial practice in a fundamentally sound manner under the premise that an index must reflect the way that money managers actually invest. CRSP’s new series of transparent and investable real-time indexes provide the necessary foundation for the development of related research products, central to CRSP’s scholarly heritage. They are relevant to practitioners, academicians and commercial entities.
CRSP initially offered the CRSP US Total Market Index in January 2011, which includes securities traded on NYSE, NYSE Amex, NASDAQ or NYSE Arca. That release was followed by six additional cap-based indexes released in July 2011. CRSP is continuing to build its real-time index offering with the addition of 10 new US industry sector indexes. These new indexes have also been developed with objective and transparent rules-based methodology. CRSP’s family of real-time indexes will expand in Q4 2012 to include value/growth style-based indexes .
How will the CRSP indexes be disseminated?
Effective Monday, July 16, 2012, data recipients will receive real-time index information from the proprietary GIDS data feed.
NASDAQ OMX will identify these indexes via the following data elements in GIDS:
|Index Identifier||Index Name||Currency||Dissemination Frequency||Originator ID|
|CRSPCG1||CRSP US Consumer Goods Index||USD||1 Second Intervals||"Q"|
|CRSPCS1||CRSP US Consumer Services Index||USD||1 Second Intervals||"Q"|
|CRSPEN1||CRSP US Oil and Gas Index||USD||1 Second Intervals||"Q"|
|CRSPFN1||CRSP US Financials Index||USD||I Second Intervals||"Q"|
|CRSPHC1||CRSP US Health Care Index||USD||1 Second Intervals||"Q"|
|CRSPID1||CRSP US Industrials Index||USD||1 Second Intervals||"Q"|
|CRSPIT1||CRSP US Technology Index||USD||1 Second Intervals||"Q"|
|CRSPMT1||CRSP US Materials Index||USD||1 Second Intervals||"Q"|
|CRSPTE1||CRSP US Telecom Index||USD||1 Second Intervals||"Q"|
|CRSPUT1||CRSP US Utilities Index||USD||1 Second Intervals||"Q"|
In addition to the real-time tick messages, NASDAQ OMX will support the following directory messages on GIDS:
- Index End of Day Summary (Category A - Type B): Disseminated at the end of the U.S. or European trading session to relay closing index summary data.
- Index Directory (Category A - Type C): Disseminated at the start of each day to relay basic index information.
Does this impact my GIDS pricing?
As a premier service, GIDS pricing includes all NASDAQ OMX valuation data in a single outbound data stream. Inclusion of the CRSP indexes will not impact the GIDS pricing, thus bringing increased value to the NASDAQ OMX proprietary index data service.
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 new CRSP indexes, visit the CRSP website or call +1 312 263 6400.
- For more information about Interactive Data Corporation and its businesses, please visit the Interactive Data Corporation website.
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