Tag: market-conventions
Concepts
- Accrual Conventions for Financing and Borrow Fees
- Board Lots and Minimum Tradable Quantities
- Bond Settlement Cycles and Value Dates
- Business Day Conventions and Date Rolling
- Closing Benchmarks and Fixing Windows
- Consolidated vs Primary Exchange Prices
- Contract Multipliers and Point Values
- Corporate Action Announcement Standards
- The Corporate Action Event-Type Taxonomy
- Currency Codes and Quote Direction
- Current Yield and Running Yield
- Decimalisation and Fractional Pricing
- Fractional Shares and Notional Orders
- FX Forwards and Forward Points
- FX Quoting Conventions
- Half Days, Early Closes and Thin Holiday Trading
- Holiday Calendars and Cross-Currency Clashes
- Instrument, Issuer and Listing Hierarchies
- ISIN, CUSIP, SEDOL and Tickers
- Legal Entity Identifiers
- MIC Codes and Venue Identification
- Official Closing Price vs Last Trade
- How an OHLC Bar Is Actually Built
- Pence vs Pounds: The Minor Currency Unit Trap
- Perpetual Bonds and Consols
- Price Rounding and Precision Conventions
- Price, Yield and Spread: How Different Assets Are Quoted
- Primary Listing vs Composite Tickers
- Bid, Ask, Mid and Last: Quoting Conventions
- Golden Source and Reference Data Lineage
- Settlement Cycles Across Asset Classes
- Settlement Prices and Daily Marking Conventions
- Share Class Mapping and Line Selection
- The Trading Day Boundary and Session Timestamps
- Tick-Size Regimes and the MiFID II Tick Table
- Ticker Changes and Symbol Recycling
- Building a Total Return Series from Prices
- Trading Flat and Defaulted Bond Conventions
- Pre-Market, Regular and After-Hours Sessions
- Treasury Price Quoting in 32nds