Intent_to_Sole_Source_-_TAQ_Data.pdf

INTENT TO SOLE SOURCE

Trade and Quote Data

#SS-OFR-19-066

The Bureau of Fiscal Service (Fiscal Service), on behalf of The Office of Financial Research (OFR) and the Financial Stability Oversight Council (FSOC), intends to contract with Muzan LLC, on a sole source basis for all major and regional exchanges. Muzan’s TAQ data provides in-depth analysis of intra-day trading, as opposed to open, close, and mid-prices offered by similar vendors. Additionally, TAQ provides Bid Offers and Asks as well as intra-day trading volume allowing analysis of high frequency trading events and market movement tracking in certain sectors and securities. OFR users utilize this data to regularly monitor liquidity and financial risk in equity markets. This data will continue to support the OFR Market Structure Program. Muzan’s data is tick by tick, not bar data. Muzan provides and maintains all mappings for corporate actions, symbology changes, mergers and acquisitions, bankruptcies, de-listings and re-listings, dividends and splits (reverse splits). Muzan maintains a database for any correction made to a transaction by the exchange (such as cancelled, revised, additional). Muzan provides mappings and trade condition codes denoted when and why revisions were made.

Muzan has direct redistribution licenses with all the venues. Therefore, there are no limitations on how OFR can use and display the data (as it would with other vendors agreements with the exchanges) licenses. Therefore, the required datasets are available only from one applicable source.

The period of performance for the purchase order is anticipated to be one 12-month base period with four 12-month options.

The total estimated value of this purchase order will exceed the simplified acquisition threshold.

NO SOLICITATION IS AVAILABLE. A request for more information, or a copy of the solicitation, will not be considered an affirmative response to this Special Notice. Telephone responses or inquiries to this Special Notice will not be accepted.

Fiscal Service will consider written responses received no later than 10/11/2019. Responses must be submitted electronically to purchasing@fiscal.treasury.gov, Trade and Quote Data /Attn: BC

– EDG. Responses must include sufficient evidence that clearly shows your company is capable of providing the content described in this notice. Responses received will be evaluated; however, a determination by the Government not to compete the proposed procurement based upon responses to this notice is solely within the discretion of the Government. If no written response is received by the aforementioned deadline that clearly demonstrates an ability to meet all requirements, and that is more advantageous to the Government, Fiscal Service will make award on a sole source basis to Muzan, LLC. Qualified Contractors must provide the following:

1. The name and location of your company, contact information, and identify your business size (Large Business, Small Business, Disadvantaged Business, 8(a), Service Disabled Veteran Owned Small Business, HUBZone, etc.). Please ensure contact mailto:purchasing@fiscal.treasury.gov information includes the name of the point of contact, email address, and telephone number, should the Government have questions regarding individual responses.

2. DUNS Number.

3. Specific details of the product(s) that your company offers in regards to this notice.

4. Whether your content is available through a Government contract vehicle or Open Market.

5. A brief capabilities statement (not to exceed 5 pages) that includes a description of your company's standard line of business, as well as a list of customers to whom your company currently provides the specific required content.

The following file extensions are not allowable and application materials/data submitted with these extensions cannot be considered:

.bat, .cmd, .com, .exe, .pif, .rar, .scr, .vbs, .hta, .cpl, and .zip files.

Microsoft Office and Adobe compatible documents are acceptable.

No other information regarding this Special Notice will be provided at this time.

The period of performance for this action is to be one (1) twelve month base period with four (4) 12-month option periods after receipt of order (ARO). Fiscal Service may consider information received no later than 12:00 p.m. EST on Friday, October 11, 2019, submitted to purchasing@fiscal.treasury.gov, Trade and Quote Data / Attn: BC - EDG.