Market data products on the Prague Stock Exchange (PSE)

Display use

Indices

• Price information on the indices calculated by the Prague Stock Exchange
• The following indices are included PX, PX-TR and PX-Glob index

Detailed list of Prague indices

Cash market & structured products

• Market data of Czech and international instruments traded on the Prague Stock Exchange
• Netted pre-trade data and trade data (unnetted for low latency products)
• The product is available in level 1 and level 2 quality
• The following instruments are included: Czech and international shares, bonds, certificates, and warrants

File products

End-of-day files

• Indices
• Cash market

File descriptions and sample files

Cash market tick-by-tick

• Market data of the specific instruments traded on the Prague Stock Exchange, aggregated order book and no netted trades

File descriptions and sample files

Historical data

On request – please contact mds(a)wienerboerse.at

Index baskets

Please see product Index baskets

Xetra^® reference data

• Daily file with all instruments tradable at the Prague Stock Exchange
• The file contains all instruments tradable on the next exchange trading day including their unique attributes (ISIN, symbol, full name and other) as well as further market model-specific data (e.g. trading hours, tradable units, price intervals)

File descriptions and sample files

Corporate actions

Please see product Corporate actions

Information on issuers

• Information that must be reported to the Prague Stock Exchange for regulatory and/or legal reasons by the companies listed on the Prague Stock exchange
  • Financial or preliminary financial results of the companies traded on the main, secondary or official free market
  • Consolidated financial results of the companies traded on the main, secondary or official free market
  • Portfolio of the mutual funds or unit trusts on the main, secondary or official free market
  • Information about the shareholder structure, registered capital changes, changes of the corporation’s securities issued on the main, secondary or official free market
  • Information about scheduled dates and agendas of the ordinary or extraordinary General Meeting of the companies traded on the main, secondary or official free market 
  • Information from the ordinary or extraordinary General Meeting of the companies traded on the main, secondary or official free market
  • Information about organization changes and changes in the management and bodies of the companies traded on the main, secondary or official free market
  • Information published by issuers traded on the main, secondary or official free market on changes in their stakes in other persons’ businesses
  • Semi-annual reports of the issuers on the main, secondary or official free market
  • Annual reports of the issuers on the main, secondary or official free market
  • Prospectus of a security that is to be listed for the main, secondary or official free market, or additions made to an existing prospectus
  • Information about new patents, licenses, inventions, about the execution of new major contracts, lawsuits and commercial disputes, about the approval or cancellation of significant subsidies and other state aid, about the acceptance or rejection of major contracts of the companies traded on the main, secondary or official free market
  • Other information about the companies traded on the main, secondary or official free market, i.e. such information that cannot be included in any of the above categories on the basis of their content
• The information is available in English and Czech

File descriptions and sample files

Stock exchange bulletin

• Information that is published by the various departments of the Prague Stock Exchange such as trading, listing, legal, etc. on a weekly basis
  • Payment day of coupon
  • Ex-coupon date
  • Withdrawal of a security from trading
  • New issues – table with basic info on new issues
  • Information on tranche of the issue
  • New interest rates announcements
  • Transfer of bond issues
  • Change of issue value
  • Securities splitting
  • Change of registered capital
  • Change in nominal value
  • List of issue Suspension of the Right to exercise the Right of Disposal of Securities in Prague Securities Centre
  • Change of business name
• The information is available in English and Czech

File descriptions and sample files

Derived data use

Derived Data includes all works and/or products generated from or through the use of market data. There are the following categories of derived data use of the Prague Stock Exchange market data:

1. Index calculation
   Use of market data for the purpose of calculating and disseminating one or more indices by the contractual partner.
2. Index calculation for third parties
   Use of market data for the purpose of calculating and disseminating one or more indices by the contractual partner for a third party. 
3. CFD use
   Use of market data for calculating and supplying prices for trading in contracts for difference (CFDs), e-spreads (spread betting) and/or binary options. When the prices used for CFDs, spread betting or binary option are Market data, dissemination of market data to third parties is deemed given and the rules of the market data agreement apply. In this case, a market data agreement must be concluded, and the provisions of the market data agreement apply.
4. Other uses
   The use of market data for purposes other than non-display use for trading activities, CFD use and/or index calculation, for example, risk management, profit/loss calculations, portfolio valuation, quantitative analyses, fund administration, volume-weighted average prices (VWAPs), net asset value calculation (NAVs), analytical indicators, portfolio management or pricing.

Non-display use for trading activities 

Use of the market data for trading activities. Examples of trading activities are, in particular, automated or semi-automated order/quote generation, order pegging, use of the market data as reference prices for trading purposes, smart order routing, order management, execution management, market making in the trading system of the Contractual partners or of a third party, ‘black box' trading, algorithmic trading, program trading and the operation of a trading platform.

There are the following categories of the non-display use for trading activities:

1. Trading platform
   Use of the market data within the scope of the operation of a trading platform of the contractual partner. The concept of trading platform includes, for example, multilateral trading systems (MTFs), organized trading systems (OTFs), alternative trading systems, broker crossing systems, dark pools and systematic internalisers. The non-display license fees for trading platforms include the license fees for proprietary trading and agent trading as well as for proprietary trading or agent trading.
2. Proprietary and agent trading
   Internal use of the market data for the purposes of (1) proprietary trading, i.e., trading in one’s own name and for own account, as well as (2) agent trading, i.e., trading for a third party and on behalf of a third party or trading in one’s own name but on behalf of a third party.  
3. Proprietary or Agent Trading
   Internal use of the market data for the purposes of (1) proprietary trading, i.e., trading in one’s own name and for own account, or (2) agent trading, i.e., trading for a third party and on behalf of a third party or trading in one’s own name but on behalf of a third party.  

MiFID II disaggregated products

• The following stock exchanges are subject to MiFID II: Vienna, Ljubljana Prague and Zagreb

The product Pre-trade of the Prague stock exchange contains:

• Level 1: The best bid/ask (aggregated order book) with order size for all instruments subject to pre-trade transparency pursuant to MiFID
• Level 2: The fifteen best bid/ask prices with order size (aggregated order book) depending on availability for all instruments subject to pre-trade transparency pursuant to MiFID including information on market phases, trade halts and news messages

The product Post-trade of the respective stock exchange contains: 

• The last traded price (netted) with order size for all instruments subject to post-trade transparency pursuant to MiFID as well as basic data such as listing date, dividends, reference price, order book status, trading halts and trading suspensions, order book summary and news messages