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.

  • 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.
  • 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
  • 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
  • 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

  • For all details about market data services fees, see our fees booklet:

Data distribution modes

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



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Real-time mode Delayed mode
(15-minute delay)
End of day

 

If you need more information

Contact us




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Denis Noonan

Senior Market Data Manager

+352 47 79 36 401 dno@bourse.lu