ATHEX Market Data Feed

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

  • Last price of an Index

 

FTSE/ATHEX INDICES

  • Last price of an Index
   

 

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

 

PRESS RELEASES - INFORMATION


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