Market data products on the Vienna Stock Exchange

Display use

Indices

• Price information on the indices calculated by the Vienna Stock Exchange
• The following indices are included Austrian indices, country indices (CEE indices und CIS indices), sector indices, theme & style indices as well as customized indices.

Detailed list of Vienna Stock Exchange indices

Cash market & structured products

• Market data of Austrian and international instruments traded on the Vienna 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: national and international shares, share certificates, bonds, ETFs, warrants, certificates and subscription rights, profit sharing rights, investment funds, put options and participation certificates

global market

• The market data of Austrian and international instruments traded on the Vienna 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 instruments included at present are shares, shares represented by certificates, ETFs. The instruments are from Argentina, Belgium, Bermuda, Canada, China, Cyprus, Denmark, Finland, France, Germany, Hong Kong, India, Ireland, Isle of Man, Israel, Italy, Japan, Luxemburg, the Netherlands, Republic of Korea, Russia, Spain, Taiwan, USA, United Kingdom and the MTF Vienna.

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 Vienna 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

For indices calculated by the Vienna Stock Exchange, there is the comprehensive "index baskets" product which consists of several files that are made available for download on a daily basis via our SFTP access. 

Detailed list of Vienna Stock Exchange indices

The product covers the indices of the stock exchanges of Vienna, Ljubljana, Prague and Zagreb except Zagreb bond indices and contains the following files:

• Index start and closing prices
  The files contain the daily updates of the index start and closing prices in .csv format.
• Index constituents file
  The file provides twice a day the composition of all indices calculated by the Vienna Stock Exchange, including comprehensive master and reference data.
• Index adjustments service
  The files contain all adjustments for the indices calculated by the Vienna Stock Exchange. 
• Index adjustments
  Contains all upcoming index adjustments (published at least two trading days before their implementation).
  • Index constituents
    Contains master data of all stocks currently contained in indices.
  • Index universe
    Contains all stocks that are representative of the respective markets in terms of turnover and market capitalization (index committee).
  • Dividends forecast
    Contains information about future dividends (No information on future index adjustments).
  • Dividends
    Contains information about historical dividend adjustments including dividend amount and points (updates are made after each dividend adjustment).

File descriptions and sample files

Xetra^® reference data

• Daily file with all instruments tradable at the Vienna 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

High precision timestamp data

• Daily file with all instruments tradable at the Vienna Stock Exchange
• Available only for trading member on the markets Vienna Stock Exchange operates as an exchange operating company

File descriptions and sample files

Corporate actions

• Corporate actions of shares listed on the stock exchanges of Vienna, Banja Luka, Belgrade, Ljubljana, Macedonia and Prague
• The service includes detailed data on following corporate actions:
  • Annual general meeting
  • Extraordinary general meeting
  • Name change
  • ISIN change
  • Split
  • Par value change
  • Dividend
  • New listing
  • Delisting
  • Capital increase
  • Capital decrease
  • Suspension
• The service also contains the managers' transactions of Vienna Stock Exchange updated on a monthly basis

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 Vienna 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.  

Technical service fees

Technical Service fees apply to clients directly connected to the ADH and rapidADH as well as indirectly connected data feed clients that need technical support

A technical service fee for SFTP access is a precondition for the direct supply of file products.

Vienna data feed – Alliance Data Highway (ADH)

• Market by price netted of the stock exchanges of Vienna, Albania. Banja Luka. Belgrade, Ljubljana, Macedonia, Prague and Zagreb 
• Index data of all stock exchanges
• Level 1 and Level 2 (market depth 15)

Vienna data feed – rapidADH low latency feed

• market by price unnetted of the exchanges of Vienna, Ljubljana, Prague and Zagreb
• Market depth 15
• Index data is not included
• Fees apply per data line

SFTP access for file products

• A SFTP access inclusive 2 accesses
• Every additional SFTP access is fee liable

MiFID II disaggregated products

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

The product Pre-trade of the Vienna 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 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

Approved Publication Arrangement (APA) data Vienna

• Over-the-counter market data on instruments admitted to trading in the EU reported by Austrian and international market participants to the Vienna Stock Exchange
• APA data Vienna include all MiFIR-relevant instruments tradable on European stock exchanges
• Data are available in real-time or file quality

File descriptions and sample files