Information Products
Real Time Information Products | Information content for ATHEX or CSE Securities Markets |
MIFID POST TRADE INFORMATION | -
Traded Prices and Quantities, -
Open, High, Low and Closing Prices, -
Daily Cumulative Quantities, -
Indicative prices and volumes during call auctions (Projected Auction Price and Volume, Projected Closing Price / Volume), -
Mifid II Trade Flags -
Reference Data (RDS Service), -
OTC information (APA@ATHEX Service) |
INFORMATION LEVEL 1 (1BBO) | -
PRODUCT ‘MIFID POST TRADE INFORMATION', -
PRODUCT ‘ATHEX, CSE INDICES' -
Best Best Bid Offer (1ΒΒΟ), price level, aggregate volume & respective number of orders, |
INFORMATION LEVEL 2 (5BBO) | -
PRODUCT ‘MIFID POST TRADE INFORMATION', -
PRODUCT ‘ATHEX, CSE INDICES' -
Five Best Bid and Offer (5BBO) price levels and aggregate quantities & respective number of orders per level. |
INFORMATION LEVEL 3 (10BBO) | -
PRODUCT ‘MIFID POST TRADE INFORMATION', -
PRODUCT ‘ATHEX, CSE INDICES' -
Ten Best Bid and Offer (10BBO) price levels and aggregate quantities & respective number of orders per level, -
ATHEX Bonds offered in 5BBO. |
FULL ORDER DEPTH | -
PRODUCT ‘MIFID POST TRADE INFORMATION' -
PRODUCT ‘INFORMATION LEVEL 3 (10BBO)', -
The total of orders entered in the Trading System of the ATHEX or CSE Securities Market, -
The timestamp, serial number, order type, price and volume per order. |
Real Time Information Products | Information content for ΑTHEX Derivatives Market |
MIFID POST TRADE INFORMATION | -
Traded Prices and Quantities, -
Open, High', Low and Closing Prices, -
Daily Cumulative Quantities, -
Underlying security or index, -
The expiration date, -
Total number of day's outstanding contracts, -
Number of total open contracts, -
Open, high, low, strike and closing prices. -
Reference Data (RDS Service). |
INFORMATION LEVEL 1 (1BBO) | -
PRODUCT ‘MIFID POST TRADE INFORMATION', -
Best bid & offer Price level (1BBO) and aggregate quantities of derivatives contracts. |
INFORMATION LEVEL 2 (5BBO) | -
PRODUCT MIFID POST TRADE INFORMATION, -
Five best bids & offer Price levels (5BBO) and aggregate quantities of derivatives contracts per Price level. |
INFORMATION LEVEL 3 (10BBO) | -
PRODUCT MIFID POST TRADE INFORMATION, -
Ten best bids & offer Price levels (10BBO) and aggregate quantities of derivatives contracts per Price level. |
FULL ORDER DEPTH | -
PRODUCT MIFID POST TRADE INFORMATION, -
PRODUCT INFORMATION LEVEL 3 (10BBO) INFORMATION, -
All orders entered in the Trading System of the ATHEX Derivatives Market (timestamp, serial number, order type, price and volume per order). |
Real Time Information Products | Athens Exchange Indices |
ATHEX INDICES | |
FTSE/ATHEX INDICES | |
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Comprehensive information about the ATHEX information products can be found in the pdf document that can be downloaded from the table below:
Informative Brochures(Currently valid document) | File Type |
Information Products & Venues | |