Tick Data

The Tick Data product provides customers with an end-of-day download of time and sales data, including price and volume information for each transaction executed on our markets.

Customers can choose to subscribe to an ongoing daily service (available at the end of each trading day) or to download a one-time historical dataset covering a certain date period.

Best Prices

The Best Prices product provides customers with an end-of-day download of top of book prices, including:

• Best bid and ask prices and volumes
• Number of orders at the top of the order book

Customers can choose to subscribe to an ongoing daily service (available at the end of each trading day) or to download a one-time historical dataset covering a certain date period.

Rebuild Order Book

The Rebuild Order Book product provides customers with an end-of-day download of all order book updates, including:

• A snapshot view of the order book at the start of the day, detailing all orders residing on the order book
• Details of all orders entered onto the order book during the day
• Details of all automatically executed trades during the day
• Details of all orders deleted during the day ,whether as a result of being executed or otherwise

Customers can choose to subscribe to an ongoing daily service (available at the end of each trading day) or to download a one-time historical dataset covering a certain date period.

End of Day Summary

The End of Day Summary Data Service provides summarised trading activity for instruments listed on the London Stock Exchange at the close of each trading day. It covers daily statistics, volume data and yearly cumulative figures including opening prices, closing prices, daily and yearly mid price high/low, daily and yearly trade price high/low, cumulative volumes and value traded.

Customers can choose to subscribe to an ongoing daily service (available at the end of each trading day) or to download a one-time historical dataset covering a certain date period.

Daily Tradeable Instruments Report

The Daily Tradeable Instruments Report provides customers will a full list of instruments that can be traded on the London Stock Exchange.

Customers can choose to subscribe to an ongoing daily download service (available each day before the start of trading) or to download a one-time historical dataset covering a certain date period.

Daily Official List

The Daily Official List (DOL) is a daily publication of official quotations for all securities traded on the London Stock Exchange. It is presented in a bid and ask format and is widely used in a variety of calculations including pension portfolio valuations and for probate, as recommended by HM Revenue and Customs.

Customers can choose to subscribe to an ongoing daily service (available at the end of each trading day) or to download a one-time historical dataset covering a certain date period.

Participant Trading Data

The Participant Trading Data Service provides intraday, tick-by-tick trading data filtered specifically for you participant. The data, which is delivered at the end of each business day, will detail all of the trades that have been executed (for all UK listed securities traded on the London Stock Exchange) by the market participant for that day. The data will only show trades involving your specific member firm.

Customers can choose to subscribe to an ongoing daily service (available at the end of each trading day) or to download a one-time historical dataset covering a certain date period.

Reference Data Service

The Reference Data Service provides reference data supporting trading on the London Stock Exchange. It ensures customer databases are up to date in readiness for the next day’s trading. The service aids efficient trading and minimises the risk of missing crucial trades due to inaccurate trading data.