Market Quotes Overview

Calypso supports importing quotes from live-feed providers, as well as capturing quotes manually.

Out-of-the-box, Calypso supports the following live-feed providers:

•

Reuters RFA

•

Bloomberg

•

Markit

 

 Ⓘ   NOTE: In order to distribute real-time quotes to the system, you need to use the Market Data Server

See Market Data Server Documentation for information on configuring and running the market data server.

 

Market Quotes Quick Reference • You can enter quotes manually using the Quotes Window - See Quotes Window for details. • You can view aging quotes in Aging report - See Quote Aging Report for details. • You can setup a random feed for testing purposes See Random Feed Setup for details. • You can save quotes imported from a live feed provider in batch mode using the SAVE_QUOTE scheduled task. See SAVE_QUOTES for details. • You can use the scheduled task PROP_RATE_1BUSDAY to roll the quotes which are not liquid. See PROP_RATE_1BUSDAY for details. • You can specify the number of decimals for specific quote names using Configuration > Fixed Income > Default Quote Type from the Calypso Navigator.