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Data product range

Discover our vast range of data products delivered real-time, in a delayed mode or at the end of a day. Available information includes data for bonds, warrants, equities and investment funds, as well as indices. All data is disseminated via data feeds.

  • Trade-related data

    Level 1 data - inside market data

    • Best bid/ask price
    • Last price (the most recently traded price or post-trade price)
    • Bid/ask size
    • Last size
    • Volume
    • Opening prices
    • High and low individual trades
    • Closing prices
    • Order book VWAP
    • Off-book data (OTC trade reporting)
    Level 2 data – market depth data
    • Full book depth with all quotes, orders and level 1 data including:
    • Trades
    • Opening prices
    • Closing prices
    • Best prices
    • Volume
    The number of market-depth levels depends on the availability in the respective trading segment.

    Post-trade data service (last trade data)​
    • Real-time on- and off-order book trade reports including transaction values and volumes (no pre-trade quotes).
  • Indices

    LuxSE calculates and disseminates data relating to three national indices, two GDR indices and a fund index for responsible investment funds:

    • Price LuxX
    • Return LuxX
    • Price Lux General
    • Lux GDRs India GDRs Taiwan
    • Lux RI Fund
    Average yields (bond indices) are also available. You can find additional information in the brochure Indices & yields.

    Indices & Yields
  • Reference data

    Descriptive information for identifying an instrument and explaining changes in its composition.

    Reference data, in CSV format and delivered via FTP or email, includes:

    • Corporate actions-linked characteristics for the next market day
    • Only actual de-listings, not intended de-listings
    • New listings for the next market day
    • Listing postponement notifications with the new intended listing date
    • “De-listing” instruction for intended listings of the last market day when an intended listing has been cancelled or has not been confirmed
  • Prospectus dissemination

    We disseminate prospectuses of securities that are listed on our regulated and Euro MTF markets. These include:

    • Bonds (including final terms and programmes)
    • Warrants
    • Shares
    • Investment funds

    The distribution/ dissemination of prospectuses is done via an FTP server.

    For redistribution of LuxSE prospectuses, you require a dissemination license. If interested, please contact us at: marketdataservices@bourse.lu

    Contact LuxSE market data services

Data distribution modes

Depending on the type of data, it is distrubuted in:

If you need more information

Contact us

portrait-DNO.jpg
Denis Noonan

Senior Market Data Manager

+352 47 79 36 401 dno@bourse.lu
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Market Data team
+352 47 79 36 225 marketdataservices@bourse.lu
Bourse Group

The Bourse Group is made up of the Luxembourg Stock Exchange (LuxSE) the leading listing venue for international securities and Fundsquare, its wholly-owned subsidiary specialized in delivering to the fund industry an efficient and standardized infrastructure for the exchange of information.

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