中国外汇交易中心市场数据服务(CMDS)介绍.docVIP

中国外汇交易中心市场服务（CMDS） 中国外汇交易中心市场服务（CFETS Market Data Service, 以下简称CMDS）交易中心实时、高效、安全和可靠的数据传输，提供完整、持续的市场数据信息。 efficient, secure and reliable data generation and transmission platform CMDS provide various types of integrated and continuous market data of Chinese inter-bank market. CMDS服务内容/ Contents of CMDS CMDS服务提供基准数据增值数据外汇市场数据即期、远期、掉期市场数据SHIBOR、人民币利率收益率曲线，以及各类历史数据增值数据（市场深度、数据挖掘服务、过滤数据服务、新闻数据）。market, bond market, funding market and derivatives market. For FX market CMDS provides market data of spot, forward, swap, NDF and etc. For bond, lending and derivatives markets CMDS will provide market data for all kinds of instruments: lending, Repo, cash bond, interest rate swap and etc. CMDS will also provide benchmark data such as SHIBOR, RMB interest rate yield curve) and historical data, value-added data (market depth, data mining, data filtering, news data). 涵盖市场/Markets 银行间外汇市场/Inter-bank FX market 银行间债券市场、拆借市场、人民币衍生品市场/Inter-bank bond market, lending market and RMB derivatives market 基准数据/Benchmark 数据类型/Data Type 实时数据/Real-time Data 延迟快照数据交易中心高质量数据 人民币外汇中间价：Central Parity Rate 最优报价：Best Bid/Offer 最优报价做市商：Best Quote LProvider 外汇市场成交量标志：Volume Flag 最新成交价：Latest Dealt Rate 最新成交价：Latest Bid Dealt Rate 最高成交价：High Dealt Rate Today 最低成交价：Low Dealt Rate Today开盘成交价：Open Dealt RateCMDS的应用前景民币外汇资产定价 银行间市场实时分析与资产定价Anglicizing and pricing multi-assets in real time 银行间市场及零售市场报价交易引擎数据源/ Data feed for price engine of inter-bank market and retail market 跨市场、跨资产套利定价和算法交易数据源Algorithm trading 结合交易中心提供的交易、清算等服务为银行提供直通式处理能力/Provide STP capability for banks with collaboration of trading and clearing service provided by CFETS 为算法交易提供高质量的数据源Algorithm trading CMDS使用方式直接专线连接 第三方连接“Inter-bank market information exchange Protocol” (IMIX). Third Party Access Users also can access CMDS through CFETS authorized information vendors. The services provided by different information vendors maybe vary. CMDS的特点的数据发布引擎efficient and self-independent data distribution engine 高效的数据专线直连 符合FIX标准的开放数据接口CMDS – FI