Market Summary File Users (EOD/5 Minute files),

We have contacted all users of the EOD/EOM/ and 5 minute Market Summary Files with the changes proposed for the naming and breakout of these files. Files in the new configuration have been made available at ftp://66.112.156.145, and will continue to be available until the cutover on the production system. The most serious concern expressed so far has been sufficient lead time to accommodate the changes. We are now establishing a tentative date for the cutover to the new files of Saturday, March 5th 2011. On February 5th this date will become firm, establishing a 30 day lead time for conversion. If you have any concerns about meeting this cutover date please contact us as soon as possible.

Some common questions have been:
• Will the same files always be available, even if there is no trading?
o Yes, the files will be built for each exchange regardless of whether there was trading on
that exchange
• What are the .dl files?
o The .dl versions of the file contain data that is delayed by the exchange mandated delay
time (10 minutes to 30 minutes depending on the exchange). The exchange fees for
this data is usually greatly reduced.
• Why do I get both the regular files and the .dl files?
o You shouldn’t, and we will be addressing this going forward.

Summary of changes:
• The current, consolidated files will be broken out to separate files by exchange
authorization: ie all NASDAQ exchanges will be in a NASDAQ file, all NYSE exchanges will
be in a NYSE file, etc. This is being done for exchange compliance.
• The file name will continue to bear the security type: ie equity, index, mutual, etc, but the
exchange in the file name and internally in the file will be identified by a numeric code.
This is to circumvent the problem of exchanges changing their names: AMEX to
NYSE_AMEX, NYBOT to ICEFU, NMS (NADAQ) to NGM, etc. and still allows us to stay in
step with the changes by using the “exchanges.conf” file.
• Two new files are provided to decode the exchange (in the file name and in the file data)
and security type (in the file data) codes: exchanges.conf and security_types.conf
• Concurrent with this release DTN will upgrade all the in-use exchange designators to the
current market nomenclatures, because of the changes above this will have no effect on
the EOD/5 min files or their users.

We strongly suggest you subscribe to this forum so you will receive an email whenever there is a post. We do not expect a lot of traffic on this forum but it will be the preferred place to find notifications of changes and outages, should they occur, concerning the Market Summary files.

The Market Summary Supoport Forum is the preferred place to post questions and inquiries about the Market Summary data. It should not be necessary to subscribe to that forum but it will be monitored and questions posted there will receive prompt attention.

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Lonnie Shumate
Development Manager, IQ Systems
Telvent DTN

March 5th is now established as the firm cutover date for the new Market Summary file naming conventions and exchange and security type references in the data.

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Lonnie Shumate
Development Manager, IQ Systems
Telvent DTN