Datafeed 

Use

You can use the Treasury datafeed to incorporate current market data in your financial transactions via an open interface. The following graphic provides an overview of the use of datafeed in the system.

Prerequisites

·  You have a real-time datafeed in operation in your company.

·  The system platform of your real-time datafeed provider supports the datafeed.

Features

·  Market data buffer containing current market price information

·  Standardized communication structures compatible for all providers

·  Reports to request and receive price information from datafeed providers

·  Reports for directly evaluating the market data buffer and for saving information on exchange rates, interest rates and securities in the relevant standard tables

·  Flexible conversion of financial instrument names

·  Query log to document access to the data buffer

·  Datafeed Workflow - Handling Errors

The workflow recognizes transfer errors or Customizing errors and informs the relevant processor who can then deal with the error.

·  User Exit for Rate/Price Calculations

To calculate average rates/prices, invert rates/prices, etc, you can use TRTMDF01. You have access to rates/prices that are permanently in the system and can calculate new ones if necessary.

·  Rates/prices via the Internet Make the necessary settings in Customizing via Internet Settings for the External Partner Program such as Universal Resource Indicator (URI), user and password (coded).

Note that you can only use this functionality if you connect to the WEB server of a SAP certified partner whose certificate is also valid for internet access.

You can transfer the following types of market data via the datafeed interface:

·  Exchange rates

·  Security prices

·  Reference interest rates (e.g. LIBOR, FIBOR)

·  Indexes

·  Forex swap rates (Forwards)

·  Currency volatilities

·  Securities volatilities

·  Index volatilities

·  Interest rate volatilities

·  Commodities