Product Update: Charles River Market Data Interface  

The Charles River Market Data Interface (Charles River MDI) integrates real-time pricing and static reference data from 14 market data providers directly into Charles River IMS Version 8.2.

“The benefits of integration are clear – quick access to accurate data,” said David Swallow, Director, Engineering, Charles River Development. “Clients reduce their risk of price exposure for time-sensitive executions, such as equities, while accessing data more efficiently through one system – Charles River IMS.”

In addition to the Charles River Bloomberg Desktop API Interface for streaming market data and Charles River Bloomberg Data License Interface for static reference data, Charles River MDI now includes Charles River Bloomberg Server API Interface which delivers real-time streaming market data directly into Charles River IMS. It provides streaming market data across the entire Charles River IMS client/server platform with full control over exchange/contributor permissioning, ensuring that data is compliant with exchange entitlements and reducing risk of data violations. The Charles River Bloomberg Server API Interface allows users to:

• Add and update security information intraday, such as ratings, classifications, put call schedules, coupon payment date, etc.
  
• Access real-time streaming pricing data within Charles River Manager and Charles River Trader.
  
• Take price and market data snapshots at key events in the order life cycle.
  
• Support portfolio pricing and real-time market value re-calculations.
  
• Quickly setup and update Security Master functionality for real-time/static financial market data.
  
• Support Interest Rate Swap and “on the Run” instruments with Real-Time Yield Curve integration.
  
• Ensure Permission and Entitlement functionality for real-time pricing.
  
• Leverage server-side integration of market data with Charles River Anywhere and Dealer Direct Inventory.
  
• Deploy for any network configuration, including Citrix, VPN, WAN, and multiple LAN variations.
  

The Charles River MDI allows clients to define custom market data interfaces for any external feed or internal database. Users can leverage a Generic Adapter and sample code to build custom database interfaces or create custom integration to link all Charles River IMS real-time and static data points with other providers.

For more information on the Charles River MDI, please contact your relationship manager.

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