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1 Markets I: The Ecosystem and Exchange-Traded Marketsالأسواق عبر الإنترنت 2 Markets II: Rates, FX and Creditالأسواق عبر الإنترنت 3 Markets III: Commodities, Energy and Cryptoالأسواق عبر الإنترنت 4 Quantitative Methodsالأساليب عبر الإنترنت 5 Derivatives and Volatilityالمشتقات عبر الإنترنت 6 Rates, Credit, XVA and Riskالفائدة والائتمان والمخاطر عبر الإنترنت 7 Research Craft: Predictors, Backtests, Measurement, Portfoliosالبحث عبر الإنترنت 8 Strategies I: Equities and Futuresالاستراتيجيات عبر الإنترنت 9 Strategies II: Volatility, Relative Value, Macro and the Bank Desksالاستراتيجيات عبر الإنترنت 10 Microstructure and Executionالتنفيذ عبر الإنترنت 11 Market Making and High-Frequency Tradingصناعة السوق عبر الإنترنت 12 Machine Learning for Marketsتعلم الآلة عبر الإنترنت 13 Low-Latency Softwareالتكنولوجيا عبر الإنترنت 14 Networks, Hardware and Trading Infrastructureالتكنولوجيا عبر الإنترنت 15 Research, Data and Risk Platformsالتكنولوجيا عبر الإنترنت 16 The Desk and the Firmالشركة عبر الإنترنت 17 The Industry: Firms, Roles and Careersالمسارات المهنية عبر الإنترنت 18 The Interview Bookالمسارات المهنية عبر الإنترنت
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Quantitative Finance · المسرد

ما معنى Market-data audit؟

Definition 23.5 Research, Data and Risk Platforms · الفصل 23 — Market-Data Distribution and Entitlements

A market-data audit is a venue’s or vendor’s review of a firm’s actual use of its data over a past period, reconciled with what the firm reported; the difference is billed back, usually with interest and, above a threshold, the audit’s costs.

Three years of the model firm’s usage log against what it reported. Display identifiers exceed the 40 reported from the first month (43, because of second logins) and reach 53; non-display servers grow from 4 to 22 as the eleven applications come into use. Data: fig_entitle.py.
Figure 23.3. Three years of the model firm’s usage log against what it reported. Display identifiers exceed the 40 reported from the first month (43, because of second logins) and reach 53; non-display servers grow from 4 to 22 as the eleven applications come into use. Data: fig_entitle.py.
The venue’s 2026 monthly non-display fee for its depth product against the number of fee-liable subscribers: $412 each up to 39, then flat per firm. Between 40 and 99 servers the fee does not change, which is why the count and the tier, not the price, drive the bill. Data: fig_entitle.py.
Figure 23.4. The venue’s 2026 monthly non-display fee for its depth product against the number of fee-liable subscribers: $412 each up to 39, then flat per firm. Between 40 and 99 servers the fee does not change, which is why the count and the tier, not the price, drive the bill. Data: fig_entitle.py.
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