Euronext FX Market Data
Euronext FX Market Data is constructed from transactions and pricing on the core ECN by a wide variety of global participants, including banks, hedge funds, proprietary trading firms and brokers. ECN Market Data is available from all four matching engines and spans trading across Spot FX, Precious Metals and NDFs. Euronext FX Market Data is aggregated, anonymous, and reflective of ECN volumes which average more than $23Bn per day.
For more information please contact [email protected]
ECN Market Data Products
ECN Midpoint + Transactions
Streaming mid-price from the ECN + all ECN transactions with a 500ms delay
ECN All World View
All bids and offers with aggregated volumes at each level, delivered EOD
ECN Top of Book BBO
Best bid, best offer
ECN Level 2 data
Top 5 levels of bids and offers with aggregated volumes at each level
Euronext FX Market Flow
Derived from traded data on the Euronext FX and Euronext Market Singapore ECNs, Euronext FX Market Flow offers subscribers daily metrics that reflect market trends. These metrics are designed to be used by quant funds to assist in the implementation of overnight trading strategies. This product has been developed together with the Euronext Quant Research team based on their experience in developing Equities market behavioral and market trend data products.
6 Step Metric Computation
- Underlying Pairs
- Computation Period
- Selection of Participants
- Type of flow x Type of metric
- Computation of elementary metric
- Agregation across Participants
For more information please contact [email protected]