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This collection of programs uploads market data from various sources including Bloomberg Data License and Reuters.

Market Data Suite5TM includes the following:

  • e5 Bloomberg Market Data Import

    This upload tool markets data from various sources including Bloomberg Data License. As the Bloomberg is an open workbench interface with no specific standard, this tool is designed with specific e5 formats available to simply drop in the Bloomberg ticket symbol for the currency or interest rate.

    The e5 Bloomberg Market Data import program supports the following market data types:

    • Currency exchange rates
    • Currency exchange rate forward points
    • Currency exchange rate volatilities
    • Interest rates
    • Interest rate volatilities
  • e5 Reuters Market Data Import

    This upload tool markets data from various sources including Reuters DataScope. As the Reuters DataScope is an open workbench interface with no specific standard, this tool is designed with specific e5 formats available to simply drop in the Reuters ticket symbol for the currency or interest rate.

    The e5 Reuters Market Data import program supports the following market data types:

    • Currency exchange rates
    • Currency exchange rate forward points
    • Currency exchange rate volatilities
    • Interest rates
    • Interest rate volatilities