In addition, the portfolios can be priced at anytime, e.g. at the end of day (EOD), at market close, or as an intraday snapshot. Some of the features of the service are:


Wide Range of Data Elements
The range of data elements available is extensive. The Intraday Pricing Service provides any data element currently included in the Telekurs real-time Market Data Feed (MDF) in the required format.

Flexible Timing of Snapshots
The timing of snapshots is tailored to each client’s requirements. It is flexible and can be easily changed. The requirements for timing of snaps may vary significantly: intraday snaps, market close times or traditional EOD after the integration of all market corrections.

Multiple Selection Criteria
Portfolios can be selected by any of the major financial security numbering systems including ISIN, CINS, CUSIP, WPKN, etc. In order to provide this flexibility, a cross reference database is integrated into the service to map the client numbering system and Telekurs’ internal numbering system that is used to obtain prices.

On request, Telekurs will set up a bulk selection, which will include all securities traded on a specific exchange.

Range of Portfolio Sizes
The system is designed from a performance point of view to handle a range of large portfolio sizes with good response time. Clients can have access to the output file a few minutes after the snap time. Delivery times have to reflect the client’s commercial contracts with the price-providing exchanges (real-time fees, etc).

Snapping Prices for Single Instruments on Multiple Exchanges
The snapshot mechanism uses Telekurs Financial’s wealth of basic descriptive information to quickly retrieve all effective listings. A snapshot of one instrument will then provide all data records, showing current prices captured simultaneously from all the different exchanges on which the instrument is traded worldwide. Alternatively, individual exchanges per security can be selected.