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 500ms VWAP transactions)
mid-price average using window 2.5 minutes before and after the hour
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.