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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.

Data products

  • Trade-related data
    + -

    Post Trade

    • Last price 
      -  Most recently traded price or the last calculated indicative price (real time and delayed data feeds)
      -  Official closing price (End of Day feeds)
    • Volume
    • High and low individual trades
    • Opening price
    • Closing price
    • Order book VWAP


    Level 1 data – inside market data

    • Includes post-trade Data
    • Last trade best bid/ask price
    • Last trade best bid/ask size
       

    Level 2 data – market depth data​

    • Includes post-trade and level 1 data
    • Full depth of order book with all quotes and orders including
      -  Bid/ask price
      -  Bid/ask size
     
    The number of market-depth levels depends on the availability in the respective trading segment.


    Pre- and post-trade data for individual customers

    In accordance to LuxSE General Terms and Conditions, individual investors can access pre- and post-trade data free of charge for non-commercial use at our Market data & news section or by direct link here.

    MiFID II/R – Pre- and Post-trade market data file – technical specifications (as of August 2021)
  • Indices
    + -

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

    • Price LuxX
    • Return LuxX
    • Price Lux General
    • 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.

    Structured and standardized Reference Data files, in CSV format and delivered on a daily basis via FTP, are broken down into two distinct products, and by their use:

    Master Data Package

    The Master Data Package includes a daily reference data file for all instruments listed on the Luxembourg Stock Exchange. This file contains all relevant reference data fields.

    Events Data Package

    The Events Data Package includes the Master Data Package plus a daily package of files detailing:

    • new listings and intended new listings, 
    • suspensions and removals from suspension,
    • confirmed delistings and expected delistings, and
    • changes to security static data.
  • 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
  • General Terms and Conditions
    + -

    The General Terms and Conditions (‘GTC‘) govern the provision of market data by the Luxembourg Stock Exchange (‘LuxSE’).

    General Terms and Conditions (02/2020)
  • Fees
    + -

    This Fee Schedule describes the Market Data Services products provided by the Luxembourg Stock Exchange (‘LuxSE’) and the corresponding fees.

    Market Data Services Fee Schedule (05/2021)

Data distribution modes

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

Real-time mode

Delayed mode (15-minute delay)

End of day

Do you need further information?

Contact us

portrait-CRE.jpg
Camilo Realpe

Head of Market Access & Data Services

+352 47 79 36 268 cre@bourse.lu
contact-MARKET_DATA.jpg
Market Data team
+352 47 79 36 600 marketdataservices@bourse.lu
About the Luxembourg Stock Exchange

The Luxembourg Stock Exchange (LuxSE) is the gateway to access international investors. With more than 39,000 listed securities, including 35,000 debt instruments, from 2,000 issuers in 100 countries, LuxSE is the world’s leading exchange for the listing of international debt securities and offers a unique and integrated service offering covering listing, trading and information services.   

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