Sold by: MTS Data
Deployed on AWS
"The MTS Cash High Frequency Time Series data product provides access to the top three levels of the Cash order book throughout the trading day including full Cash Trade-by-Trade Data.
This will give you the evolution of the order book (bids and offers) on a daily basis for all European Government Bonds (EGBs) listed on the MTS Central Limit Order Book "
Overview
"The MTS Cash High Frequency Time Series data product provides access to the top three levels of the Cash order book throughout the trading day including full Cash Trade-by-Trade Data.
This will give you the evolution of the order book (bids and offers) on a daily basis for all European Government Bonds (EGBs) listed on the MTS Central Limit Order Book "
Access to historical daily and monthly files. Files include:Bestproposals (Complete 3 levels of depth of order book), Fills (All Cash trades on trade by trade basis), Bond Reference ( Reference Data/ T&Cs of ISINs) and Market Calendar (Information on Holidays) Regulatory and Compliance Information: Please view our Time Series Terms & Conditions and Data Policy Schedule published in our Website https://www.mtsmarkets.com/resources/market-data To learn more about additional data subscriptions please contact us at mts.data@euronext.com About MTS Data : Click here to view our website https://www.mtsmarkets.com/products/mts-data
Keywords: MTS Markets, EGBs, Fixed Income, End of Day Downloads, Back Testing Data
Details
New
Introducing multi-product solutions
You can now purchase comprehensive solutions tailored to use cases and industries.
Features and programs
Financing for AWS Marketplace purchases
AWS Marketplace now accepts line of credit payments through the PNC Vendor Finance program. This program is available to select AWS customers in the US, excluding NV, NC, ND, TN, & VT.
Pricing
Pricing is based on the duration and terms of your contract with the vendor. This entitles you to a specified quantity of use for the contract duration. If you choose not to renew or replace your contract before it ends, access to these entitlements will expire.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Dimension | Description | Cost/6 months |
|---|---|---|
Product Access | Dimension that grants access to the product for subscribers. | $66,500.00 |
Vendor refund policy
By purchasing this product you expressly waive any right you might have under any applicable laws to be refunded, including during any cooling off period
Legal
Vendor terms and conditions
Upon subscribing to this product, you must acknowledge and agree to the terms and conditions outlined in the vendor's End User License Agreement (EULA) .
Content disclaimer
Vendors are responsible for their product descriptions and other product content. AWS does not warrant that vendors' product descriptions or other product content are accurate, complete, reliable, current, or error-free.
Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
MarketCalendar 2003 | All historical revisions | No future revisions | ||||
MarketCalendar 2004 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2005 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2006 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2007 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2008 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2009 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2010 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2011 | All historical revisions | No future revisions | Not included | Not included | ||
MarketCalendar 2012 | All historical revisions | No future revisions | Not included | Not included |
Resources
Vendor resources
Similar products
The MTS Repo Trade by Trade Time Series data product provides access to daily & monthly files that include each trade on the MTS Repo market on a trade by trade basis and is directly sourced from the MTS Repo market. (MMF Platform)
The MTS Cash Tick-by-Tick Time Series data product provides access to the full depth of the un-netted MTS Cash order book including every new and changed price, orders (fill-and-kill and all-or-nothing orders) and Cash Trade-by-Trade Data. You can use this data to reconstruct the order book.
The MTS Repo Daily Summary Time Series data product provides access to daily files that include traded volumes & rates (min, ave and max) per security during a trading day sourced directly from the MTS Repo market (MMF platform)
The MTS Cash Daily Summary Time Series data product provides access to daily files that include traded volumes & prices (min,mid,max & weighted) per ISIN during a trading day sourced directly from the MTS Central Limit Order Book for European Government Bonds (EGBs)
The MTS Cash Trade by Trade Time Series data product provides access to daily files that include each trade on the Cash market on a trade by trade basis which is directly sourced from the MTS Central Limit Order Book for European Government Bonds (EGBs)