Market-By-Limit

Overview

Market By Limit is a consolidated real-time market depth feed created from the full book depth bid and offer prices from relevant markets.

This aggregated data feed includes:

  • Pre-trade data
  • 10 best limits with quantities across all relevant markets aggregated at each price level
  • Level 1: Equiduct open and closing prices along with pan-European high, low and trade volumes (FIX protocol only)
  • Post -trade data: Time and Sales with volume aggregated over a sample period (default configuration 1 second) with trade prices volume weighted over that period
  • Provides retail investors with a consolidated view of available liquidity on the relevant markets in Europe
  • The data feed is anonymised
  • Protocol: Available via ITCH and FIX

Key Features

No information

Key Benefits

No information

Media

White Papers

Product/Service Details

Core Function
Geographic Availability
Africa, Asia-Pacific, Europe, Middle East, North America, South America
Asset Class Coverage
Equities
Market Coverage by Geography
Europe
Coverage by Exchange
Europe (ex U.K)
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