good open system but really costly (you are charged on each execution)

basically an Index total return swap where the Index is a sector ; ie Dow Jones Stoxx Sector Indices or FTSE LtdA swap on the SX7E Index is a sector swap

Great, I will do it otherwise if you have any possibility to send me the doc... ?Thanks a lot

I ve tried of course...

know that euronext is providing this kind of services, not free of charges, cd support

Where can I get documentation about the reuters/tibco sdk com edition ?Source code, examples....Thanks

u are not in the proper forum

Let's try with thathttp://www.cob.vt.edu/finance/faculty/dmc/Cour ... n97-15.pdf