ECN Data is currently available for each of our New York, London and Tokyo matching engines.
(best bid, best offer) in US$1 million notional
top 5 levels of bids and offers (deeper level available on demand)
streaming mid-price from the ECN (Option to add delayed 500ms transactions)
mid-price average using window 2.5 minutes before and after the hour
all bids and offers with aggregated volumes at each level, delivered EOD
Unique combination of Euronext FX ECN Data and CLS executed volume data
Ability to determine real-time intraday market conditions across 30 currency pairs
Delivers increased market transparency, supports decision-making, provides a full audit trail
Market data products are available in real time and historical formats.