Attachment_A_-_Checklist.xlsx

XLSX spreadsheet 15 KB Posted

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Trade and Quote Data for the Office of Financial Research (OFR) and the Financial Stability Oversight Council (FSOC)
Solicitation number
TFSAOFR14CI0007
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SF-30.pdf PDF
Attachment_A1_-_TAQ_Technical_Req_Checklist.xlsx XLSX spreadsheet
Amendment_000004.pdf PDF
Attachment_A2_-_TAQ_Data_Field_Requirements.xlsx XLSX spreadsheet
Attachment_A1_-_TAQ_Technical_Req_Checklist.xlsx XLSX spreadsheet
Amendment_0003.pdf PDF
SF30.pdf PDF
SF30.pdf PDF
Attachment_B_-Past_Performance_Questionnaire.docx DOCX document
Attachment_C_-_Pricing_Format.docx DOCX document
TFSAOFR14CI0007.pdf PDF
Attachment_D_-_IPP_Waiver_attachment_NOV_2013.pdf PDF
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TECHNICAL REQUIREMENTS CHECKLIST
NOTE: IF ANY MANDATORY REQUIREMENT IS NOT MET, THE OFFER WILL BE CONSIDERED TECHNICALLY UNACCEPTABLE AND THE OFFEROR'S PROPOSAL WILL NOT BE EVALUATED FURTHER. OPTIONAL REQUIREMENTS are denoted by (OPTIONAL). For example, only proposals with a "Y" in column D will be evaluated. Instructions for the Offeror: Place a Y (Yes) or N (No) in column D. In column E, include the corresponding name of the Offeror's product(s) which meets the Government's requirement. Blanks in column D will be counted as "No." The Offeror shall provide any additional comments/notes on a separate attachment and the comment/note should be numbered to coincide with the requirement below that is being addressed. Additional information describing the Offeror's Technical capability is limited to twenty (20) pages. Pages submitted above the twenty (20) page limit will not be evaluated. Column F is used to only provide a brief statement on how and by how much the Offeror's product exceeds the government's requirement.OFFEROROFFEROROFFEROR
Row NumberDoes the data model or data set provided by the Offeror meet the requirement? (Y/N)Insert Product Name next to the corresponding requirement [add as many columns as applicable to cover all the products you provide that meet the requirements]For requirements where the Offeror 's product exceeds the government's requirement, the Offeror must state how and by how much, and include its product name(s). For example: if the government's requirement is for the vendor to provide historical trade and quote information back to 1993," an offeror may state "33,000 equities with information back to 1990. Product ABC"
Requirement
Data Coverage (Market and Historical)
1The Trade and Quote (TAQ) files must provide data comprising trades, quotes, and reference data and symbology for CTA/UTP real-time market data, and full book data for all US exchanges.
The Data Sets shall contain trade and quote data covering the following spaces:
2Intraday data containing price and volume of trades down to the level of individual trades
3Time stamp to at least the second
4Coverage for the United States equities from major exchanges
5Full historical order book, best bid and offer, and last trade data back to 1993
6TAQ real-time tick data for a two week period in both raw data format and common file specifications as defined and usable by the agency and common to the industry such as comma delimited, text, and excel
7A TAQ symbol list containing all symbols.
8The Data Sets shall contain mapped data linking together the data for all symbols used by a corporate entity throughout its history
9The Data Sets shall consist at a minimum of the following equity market data historical (back to 1993) and real time data feeds:
A1) NYSE OpenBook
B2) NYSE Alerts
C3) NYSE Market Alerts (aka AMEX)
D4) NYSE Market CTA
E5) NYSE Order Imbalance
F6) NYSE Quotes
G7) NYSE CTS / CQS (aka CTA)
H8) NYSE GIF
I9) NYSE Russelltick
J10) ARCA Book
K11) ARCA Trades
L12) ARCA Refresh
M13) NSDQ UTDF / UQDF
N14) NSDQ Level 2
O15) NSDQ TotalView
P16) NSDQ Itch
Q17) NSDQ OMDF
R18) NSDQ BBDS
S19) NSDQ GIDS
T20) NSDQ MFDS
U21) NSDQ TDDS
V22) NSDQ BX
X23) NSDQ PSX
Y24) BATS
Z25) DirectEdge EDGA
AA26) DirectEdge EDGX
UPDATES
10The Data Sets shall be updated at a minimum on a daily basis with the exception of real time trade data which shall be updated with no more than industry standard latency. "Latency" refers to the time it takes for a stock quote to get from an exchange's server to a trader's screen. This varies from exchange to exchange and from trading computer to computer.
11The updates shall be available to Treasury no later than the date in which the data is also available to its commercial customers.
12Changes to the data elements and addition of new data shall be identified in each data update as an email alert to the licensed users.
HISTORY
13The Data Sets shall provide trade and quote history.
14The history within the Data Set shall commence at the year 1993, and extend to current coverage throughout the performance period in accordance with the update requirements stated above.
DOCUMENTATION
15Information detailing the methodology and any data dictionaries for the TAQ feeds and historical data shall be provided by the vendor concurrent with award.
16The contractor shall provide at least the same level of documentation, training, and technical support as provided its commercial customers.
DATA DELIVERY
17The contractor shall provide the data in its original formo r according to file formats commonly used in industry and accessible by the Department of the Treasury such as compressed ASCII, comma delimited, text files, excel, and XML.
18The TAQ data delivered via FTP shall be updated at least nightly and remain current throughout the performance period of the contract.
Secure File Transfer Protocol (Secure FTP)
19The government requires the data in a format that will allow its users to persist the data. The data shall be delivered via a secure FTP download or comparable protocol.
20The data shall be delivered as text files or in another industry standard format.

Note that the Government reserves the right to reject any and all Offers/Proposals if the mode of data access, the security, subscription or license agreement terms, or the utility of file formats is not acceptable to the Government.

Technical Acceptability Checklist

Sheet3

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