IDEAS home Printed from
   My bibliography  Save this article

A data model for processing financial market and news data


  • Fethi A. Rabhi
  • Adnene Guabtni
  • Lawrence Yao


Due to immense amounts of data being generated from financial markets in many different formats, professionals and academics face interoperability problems when analysing such data. This paper proposes a data model that gives a coherent view of the information available from financial market data repositories. The novel features of this data model include: modelling the behaviour of an electronic market as an extensible event-based class hierarchy, and using ontologies to represent financial data as a set of inter-related and meaningful events. Using this data model, we develop interoperable web services that process the data at a high level of abstraction using a Service-Oriented Architecture.

Suggested Citation

  • Fethi A. Rabhi & Adnene Guabtni & Lawrence Yao, 2009. "A data model for processing financial market and news data," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 3(4), pages 387-403.
  • Handle: RePEc:ids:ijelfi:v:3:y:2009:i:4:p:387-403

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Börner, René & Goeken, Matthias & Rabhi, Fethi, 2012. "SOA development and service identification: A case study on method use, context and success factors," Frankfurt School - Working Paper Series 189, Frankfurt School of Finance and Management.


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ids:ijelfi:v:3:y:2009:i:4:p:387-403. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Darren Simpson). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.