Market Data Products ECN
ECN Data is currently available for each of our New York, London and Tokyo matching engines.
ECN Top of Book BBO
(best bid, best offer) in US$1 million notional
ECN Level 2 data
top 5 levels of bids and offers (deeper level available on demand)
ECN Midpoint
streaming mid-price from the ECN (Option to add 500ms VWAP transactions)
ECN Hourly Fix
mid-price average using window 2.5 minutes before and after the hour
Euronext FX Dashboard
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
- Choice of 5-minute or 60-minute updates
- Available via online data visualisation tool and FIX API
- OHLC candle chart from ECN
- Indicative forward-looking market-true ranges
- Average realised spreads from the ECN
- Average quotes per second from the ECN
- Total executed CLS Volume data
- Total number of executed CLS transactions
Market data products are available in real time and historical formats.
Euronext FX Market Data
Euronext FX is a cutting-edge ECN for trading Spot FX, Precious Metals and NDFs. Its award-winning technology offers unparalleled speed and the capacity to handle thousands of orders simultaneously. Euronext FX clients include financial institutions, banks, asset managers, hedge funds, proprietary trading firms and retail brokers.
Euronext FX offers comprehensive FX market data derived from the core ECN, including Real-Time and Historical Market Data Products, and bespoke custom-built formats. Euronext FX market data is aggregated and anonymous and derived from quotes supplied to and trades executed over the platform, which averages more than twenty billion dollars traded daily.
For more information please contact Sales_FX@euronext.com