Market Data Products
Discover our large range of data products for real-time, delayed or end of day data
Our product range includes data for indices, bonds, warrants, equities and investment funds.
LuxSE market data can be distributed in:
real-time mode (level 1 and/or level 2)
delayed mode (15 minute delay )
end of day data (6 p.m. CET).
Level 1 (inside market)
This includes best bid/ask price, last price (the most recently traded price or post trade), bid/ask size and last size. In addition it includes volume, opening prices, trade high and low individual trades, closing prices, order book VWAP, and off book data.
Level 2 (market depth)
This includes full depth of the book with all quotes, orders and level 1 data including trades, opening price, closing price, best price and volume. The number of market-depth levels depends on the availability in the respective trading segment.
Post-trade data service (last trade data)
This includes real-time on and off order book trade reports including transaction values and volumes (no pre-trade quotes).
Off book data
This includes on exchange, off book and OTC trade reporting.
The LuxSE calculates and disseminates data on three national indices:
Price Lux General
Bond indices are available.
You can find further information in the brochure Indices and Yields [pdf - 1431kb].
The corporate actions product gives information regarding any corporate actions that may occur for each of the securities listed in a generic sample and/ or a specific sample. Information is available once a day at 11:15 p.m. CET.
All kinds of securities samples may be chosen.
Minimal security characteristics
Floating rates notes.
The product, in CSV format and delivered via FTP, contains:
changes of corporate actions linked characteristics for the next market day
only actual delistings, never intended delistings
listings that are intended for the next market day
listing postponement notifications with the new intended listing date
a “delisting” instruction for intended listings of the last market day when an intended listing has been cancelled or has not been confirmed.
For further information, please contact us at email@example.com.
Display and distribution usage
If you want to disseminate information in real-time either as delayed data (by at least 15 minutes) or end of day (after 6 p.m. CET), you will need to enter into a Market Data Dissemination Agreement with the LuxSE. For more information, please contact us at firstname.lastname@example.org.
Non-Display Information Usage / Derived Data
To use LuxSE data (in real-time, delayed or end of day) in a non-display application or for an index calculation, you will need to enter into a Non-Display Information Usage Agreement.
For detailed information, please contact us at email@example.com.