LEADER 04862nam 2200649 a 450 001 9910784461203321 005 20200520144314.0 010 $a1-281-03499-1 010 $a9786611034993 010 $a0-08-055177-7 035 $a(CKB)1000000000350104 035 $a(EBL)313696 035 $a(OCoLC)437189490 035 $a(SSID)ssj0000199773 035 $a(PQKBManifestationID)11201600 035 $a(PQKBTitleCode)TC0000199773 035 $a(PQKBWorkID)10196765 035 $a(PQKB)10046237 035 $a(Au-PeEL)EBL313696 035 $a(CaPaEBR)ebr10190945 035 $a(CaONFJC)MIL103499 035 $a(CaSebORM)9780750668392 035 $a(MiAaPQ)EBC313696 035 $a(EXLCZ)991000000000350104 100 $a20070131d2008 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMDDL and the quest for a market data standard$b[electronic resource] $eexplanation, rationale and implementation /$fMartin Christopher Sexton 205 $a1st edition 210 $aAmsterdam ;$aLondon $cButterworth-Heinemann$d2008 215 $a1 online resource (321 p.) 225 1 $aElsevier world capital markets series 300 $aDescription based upon print version of record. 311 $a0-7506-6839-3 320 $aIncludes bibliographical references and index. 327 $aFront Cover; MDDL and the Quest for a Market Data Standard; Copyright page; Table of Contents; Series Editor's preface; Chapter 1 Introduction; Audience of this book; Structure of the book; Chapter 2 What is market data?; Chapter 3 Executive summary; The Vision; Linking MDDL to corporate goals; The business benefits of using MDDL; MDDL opportunities; Chapter 4 The financial standards landscape; Industry standards; Market data is everywhere; Chapter 5 Self-describing data and XML basics; Elements, attributes and hierarchy; Chapter 6 Evolution of MDDL; MDDL versioning; Why use schemas? 327 $aChapter 7 How MDDL works Synopsis of the MDDL hierarchy; MDDL domains; Classes and subclasses; Containers; Properties; MDDL property types; Industry standards used in content; Creation of new types; Classification of properties; Controlled vocabulary; Top-level wrappers; Instance headers; Inheritance; MDDL extensions; Naming convention; Creating an extension schema; Defining code lists (controlled vocabulary); Chapter 8 The life of a financial instrument; Issuance; Pricing and reporting; General pricing and volumes; Historical pricing; Book management; Trade reporting; Time and sales 327 $aReconciliation Portfolio valuation; Chapter 9 Regulatory adherence; Reference data terms; Best execution; Regulatory reporting; Data vendors and end of concentration rules; Chapter 10 Reference data management; Business entities; Indices, rates and indicators; Corporate action events; Security definitions; Alternative solutions to securities definitions; Change mechanism; Chapter 11 Industry standards - mix and match; MDDL to FIX, FIX to MDDL; MDDL and FIXml; FpML; RIXML; XBRL; SDMX; ISO standards in the financial sector; ISO 19312 and MDDL; ISO 20022 and MDDL; Chapter 12 MDDL as payload 327 $aMDDL and SOAPMDDL as a FIX payload; MDDL as ebXML or OAGIS payload; Chapter 13 'Build-your-own' - MDDL equivalent schema; Chapter 14 UML to XML schema generation; Chapter 15 Undertaking a mapping exercise?; Data mapping process; Data mapping pointers; Chapter 16 Compression; xtcMessage (fisdMessage); FASTSM; Chapter 17 A final tribute to Jonathan Castaing; Appendices; Appendix A: Glossary and acronyms; Appendix B: MiFID terms; References and further reading; Index 330 $aThe aim of this book is to provide an objective vendor independent assessment of the Market Data Definition Language (MDDL), the eXtensible Mark-up Language (XML) standard for market data. Assuming little previous knowledge of the standard, or of systems networking, the book identifies the challenges and significance of the standard, examines the business and market drivers and presents decision makers with a clear, concise and jargon free read. Technical material is set off so that Systems Analysts are provided with an explanation to the standard's business terms, context and deep hierarc 410 0$aElsevier world capital markets series. 606 $aFinancial services industry$xData processing$xStandards 606 $aDocument markup languages 615 0$aFinancial services industry$xData processing$xStandards. 615 0$aDocument markup languages. 676 $a332.10285674 700 $aSexton$b Martin Christopher$01467359 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910784461203321 996 $aMDDL and the quest for a market data standard$93677972 997 $aUNINA