End of Day and
Historical information

Information of every trade and quote

Tick Data

Information of all trades and quotes of all instruments traded in BME Group’s trading venues.

This product includes information of the status and situation of the instruments.

TICK DATA, PRICES AND VOLUMES: Trades’ Tick Data

TICK DATA, PRICES, VOLUMES AND BBO: Trades and best bid and offer Tick Data.

TICK DATA, PRICES, VOLUMES AND 5 BBO: Trades and 5 best bid and offer Tick Data

TICK DATA, PRICES, VOLUMES AND MAXIMUM MARKET DEPTH: Trades and maximum market depth Tick Data

TICK DATA, “TRADER FEED”: 20 best orders in addition to trades and maximum market depth Tick Data.

The information included in this product allows to:

  • Back-test trading algorithms, using the trades that occurred during the trading session.
  • Create different bar intervals (by tick, by second, by minutes).
  • Create continuous futures.

The information is available daily after the market close (information available on T).

CONTACT

BME Market Data

Palacio de la Bolsa
Plaza de la Lealtad 1
28014 Madrid


Phone: 34 91 709 50 00
Fax : 34 91 709 53 96
Copyright® Bolsas y Mercados Españoles 2018
[ http://www.bmemarketdata.com ]