A combined end-of-day snapshot file merging MTS Cash and MOT best bid-offer data into a single consolidated output, enriched with derived cross-market metrics including mid-price, volume weighted mid-price, and bid/ask delta spreads.
Product benefits
- Provides a combined end-of-day snapshot file merging MTS Cash and Euronext MOT best bid-offer data into a single, consolidated output, making data analysis more efficient.
- Enriches the data with derived cross-market metrics, including mid-price, volume-weighted mid-price, and bid/ask delta spreads, offering deeper market insights.
- Uses a 16:00 CET snapshot, with the possibility of additional intraday snapshots in the future, supporting timely decision-making.
- Supports a range of use cases, including back testing, investment strategies, and academic research, making it valuable for various financial professionals.
- Covers multiple markets (MTS, and Euronext MOT) and provides access to historical data, starting from June 2026.
- Delivered via Data Shop SFTP and MTS Datahub SFTP, ensuring secure and flexible data access.
Frequency and delivery
Using a 16:00 CET snapshot. Additional intraday snapshots may be introduced in future
Euronext Fixed Income Combined BBO use cases
- Back Testing
- Investment Strategies
- Academic Research
