VPD Market Data Centre is the backbone of VPD Risk & Performance. As a hub and data warehouse based on the MS SQL 2000/2005 data management system, it brings together data from your external price and index vendors with your client portfolio and other internal systems. With VPD Market Data Centre you can rest assured that your databases are maintained to the highest possible standards and you can easily produce high quality reports.
The system can collect both live and historical data from many vendors, including Reuters, Bloomberg, Thomson, FT Interactive, Lehman, MSCI and SIX.Data is normally collected by FTP once a day, but its also possible to request real-time data from both Reuters and Bloomberg. You set the pricing rules and filters, in order to ensure accurate and consistent analysis of instrument prices between vendors and your portfolio. You can also update prices and other data manually.
The system also serves as the central repository of securities data and other static data. You maintain the central securities registry, feed it with updated attributes from various vendors, and automatically export this unified data to your back office systems. In addition, corporate action data, price data and more can be exported to your internal systems in the same automatic manner. Your internal systems are fed with quality-assured data.Data vendors can be easily added or removed to meet individual client specifications, data import and export times can be specified in a task scheduler, and the data can be quality-assured and recalculated, with new measures derived and populated.
