EGBs Cash Tick-by-Tick - Continuous Subscription

The MTS Cash Tick-by-Tick Time Series data product is our most complete product for European Government Bonds (EGBs). It offers the **full depth** of the Cash Order Book, with peaks of ~100 million rows of data. Access includes daily files sourced directly from the MTS Central Limit Order Book including every new and changed price, orders (fill-and-kill and all-or-nothing orders) and Cash Trade-by-Trade Data.

Key Features:

- Daily Files: Access to 5 daily files.
- Coverage: Full depth of the Order Book
- Content: Includes Proposals (Complete tick-by-tick data from order book), Fills (All cash trades on trade-by-trade basis), Orders (Aggressive Orders (FAK, AON)), Bond Reference data, Market Calendar data detailing information on trading holidays

Download Schedule:

- Availability: End-of-day (EOD) downloads from Monday to Friday after 23:00 CET/CEST.

This data product is the most comprehensive product in this space for financial professionals seeking up-to-date information on the full depth on EGB trading dynamics.

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搜集汇总

背景与挑战

背景概述

该数据集是欧洲政府债券（EGBs）的MTS现金逐笔连续订阅数据产品，提供最完整的订单簿深度，每日更新包含订单、交易和参考数据的文件。它适用于金融专业人士获取最新的EGB交易动态信息，数据在周一至周五的欧洲中部时间23:00后可供下载。