Betaclient Reference Data

Betaclient Reference Data

Trading

  • Agency Trading
  • Principal Trading (“Nostro”)
  • Proprietary Trading

Asset Classes

  • Equity and ETFs
  • Exchange Traded Derivatives
  • Structured Products
  • Fixed Income
  • Foreign Exchange
  • Precious Metals
  • OTC Derivatives (CDS, IRS)
  • Primary Market Funds (Mutual Funds)
  • Digital Assets

Trading Life cycle

  • pre-trade
    • pre-trade analytics (market impact)
    • client product eligibility checks
    • limit checks
  • trade
    • order aggregation
    • smart order routing
    • order matching
    • clearing
    • order execution
  • post-trade
    • allocation
    • settlement (DVP)
    • TCA (transaction cost analysis)

Trading Desks

  • Execution Desk for the buy-side
    • Execution Desk - Equity and ETD (Exchange Traded Derivatives)
      • PT Desk (Portfolio Trading)
      • Single Stock
      • Algo Trading
    • Fixed-Income
    • Foreign Exchange
    • Options
  • Sell-Side Trading Desks

SMI Aktie

  • Name: Nestle
  • Ticker: NESN
  • ISIN:
  • Valorennummer:
  • Bloomberg Ticker:
  • FIGI:
  • CUSIP
  • SEDOL (no! Would cost ~100k)
  • MIC
  • REC
  • Telekurs
  • SIX Exchange Segment
  • Closing Price

DAX Aktie

  • Name: BMW AG

Primärmarkt Fonds

  • CH
  • LUX

Strukturierte Produkte

  • Vontobel bitcoin
  • Leontec xyz

Eurex Exchange

Futures

  • Name:
  • Ticker:
  • ISIN:
  • Valorennummer:
  • Bloomberg Ticker:
  • FIGI:
  • Closing Price

Foreign Exchange

Spot

  • EUR/CHF
  • Precision:
  • Value Date: T+2
  • CLS ready: yes

Forwards

  • EUR/CHF
  • Precision:
  • Value Date: T+2
  • CLS ready: yes
  • cut-off time for T+1: 16:00 CET

Swaps

Spezialfälle, bekannte Problemfälle

  • Graumarktbonds (period between subscription and trading in secondary market)
  • MIC code (FIX tag #207) in new order single for North America stock exchanges (client sends segment MIC, broker expects operating MIC). With segment MIC you can always look up the operating MIC before not the other way around)
  • Convertible Bonds (Equity or Fixed Income?)
  • Instruments with low liquidity
  • e-KMUx Instruments (best price problem)
  • Fonds welche Primärmarkt und Sekundärmarkt gehandelt werden können
  • 100er Währungen (HUF, JPY)
  • Gold LOCO Zürich
  • FX Tom Next with cut-off time
  • Multi-Leg Forwards and Swaps
  • Ryanair (Dublin, London)
  • FIX Tag #100 (e.g. to Frankfurt Parkett)
  • EUWAX [MIC = EUWX] instruments have no SEDOL identifier (this is an issue for SEDOL based broker networks)
  • SIX (XSWX) Instruments on Swiss public holiday (e.g. 1. August)
  • semantics of DMA, EDA, No- vs low- vs high-tough vs work allowed
  • Kanadische Aktie (Spezialfall)
  • Ex-Dividend u.a. Corporate Actions
  • NFP Freitag, FOMC
  • USD Holidays, CH Feiertag (ohne ZKB TEV), …
  • Auftrag für DAX-Titel (Mifid2), aber bei Kunde fehlen Mifir26 Angaben
  • Privatekunde zeichnet Fonds, welcher nur für Insti zugänglich ist (z.B. N Klasse)
  • Tag 527 bei rapportierungspflichtigem Handel von SIX Titel Off-Exchange
  • Closing auctions
  • Summertime vs winter time (NY 5pm)
  • Transaction Reporting of special legal entity types
  • 1 (Basket-) Order, 17'000 partial fills (in PROD, but not in UAT)
  • Eurex or EUWAX Instrument at the Exchange avaialable in PROD environment, but not in UAT environment (e.g. …)
  • Basket Order mit 2000 Titel. (Virtu latency)
  • Order mit 17'000 partial fills
  • For primary market subscriptions / redemptions no marketplace (trading place, FIX tag #207) is applicable. However, some Broker APIs or applications (eTP WS) have the MIC as a mandatory field on order entry.