Market Data

Real-Time data

Make your data choices count. Whether you need speed, volume, distribution or extras, our solutions enable you to tailor your options, connecting you to the right market data – your way – when and where you want.

Discover varied use cases across the latency spectrum

Every trading firm and regulator across the trading cycle can rely on our trusted, flexible data feed options across the latency spectrum – from low-latency to historical data services.

When you choose LSEG you can select from our harmonised coverage and full range of data to support your uses cases from algo and high-frequency trading to back-testing and performance analytics. Spanning the latency spectrum, our offerings include ultra-low, low-latency and consolidated feeds and historical data – all with different normalisation and distribution options.

Pick the data formats, delivery mechanisms and publishing frequencies that you need to meet your market data requirements across the front, middle and back office. Consume data into your organisation with APIs and bulk feeds, query-ready tables or managed services. And you can access the breadth and depth of LSEG real-time data products through LSEG Workspace, our highly customisable workflow solution.

Our solutions

Our bespoke market data feeds solutions

Whether you need low latency, consolidated or historical data, you can access the market data you need around the globe with minimal installation and set-up, using our industry-standard APIs.

Produced in collaboration with FT LONGITUDE

Exploring the challenges and opportunities of an ever-expanding data universe

Features & Benefits

Market data based on your needs

Data access that matches workflow requirements across the front, middle and back office. Pick your ideal update frequency, from low latency to consolidated historical market data dating back to 1996, with 45+ petabytes of historical data and 20+ petabytes of PCAP data.

Complete coverage

More than 9m price updates per second, with 2.5 terabytes of real-time pricing daily. Tick History data dates back to 1996, with 45+ petabytes of historical data.

Update frequencies

Publishing capacity rates and latency – including real-time, delayed, end-of-day and on-demand – that meet every trading application need.

Discoverable data

With exclusive content for FX, credit, Interest Rate Derivatives and warrants, quickly find the right content with our standardized data and symbology.

Regulatory compliance

A comprehensive historical database of tick data across all asset classes to help you meet best execution, Fundamental Review of the Trading Book (FRTB) and other compliance use cases.

Power your business-critical applications

Supporting you in your technology and data journey. Aligned to your buy, partner or build strategy.

Financial applications

Integrate LSEG market data seamlessly through industry-standard APIs for electronic and "click" trading, risk systems, workflow tools and CRMs.

Innovation through AI and ML

Deliver streaming feeds and deep historical archives directly to enable algorithms to exploit the power of normalized, enriched market data.

Client portals

Engage with a digitally-savvy and mobile audience by leveraging LSEG’s APIs to power your websites with high quality data.

Desktop solutions

Enable your financial professionals to access the full breadth of LSEG market data through LSEG Workspace, our flagship solution.

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