EGBs Cash Tick-by-Tick - Continuous Subscription
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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. <p><br/></p> <p><br/></p>
MTS逐笔Tick时间序列数据产品是我们针对欧洲政府债券（European Government Bonds，简称EGBs）推出的最完整的数据产品。它可提供完整的订单簿深度，数据峰值可达约1亿行。用户可获取直接来自MTS中央限价订单簿的每日数据文件，涵盖所有新增与变更的报价、各类挂单指令（包括立即成交否则取消与全额成交否则取消订单）以及逐笔现券交易数据。 ### 核心特性 - 每日文件：可获取5份每日数据文件 - 覆盖范围：完整订单簿深度 - 内容维度：包含挂单报价（订单簿完整逐笔Tick数据）、成交明细（全量逐笔现券交易）、订单数据（攻击性订单，涵盖FAK、AON两类）、债券参考数据，以及标注交易休市安排的市场日历数据 ### 下载安排 - 获取时效：欧洲中部时间（CET）/中欧夏令时间（CEST）周一至周五23:00后，提供当日终盘（End-of-day，简称EOD）下载服务。 本数据产品是当前该领域内，面向寻求全面掌握EGBs交易动态完整深度信息的金融专业人士的最全面解决方案。
