ATHEX Market Data Feed

Information Products

Real Time Information Products Information content for ATHEX or CSE Securities Markets

MIFID POST TRADE INFORMATION

  • Prices and quantities of the last trade,
  • Open, high, low and closing prices,
  • Daily cumulative quantities,
  • Baseline information,
  • OTC information (traded prices & quantities) provided by the ATHEX PTTS service

INFORMATION LEVEL 1 (1BBO)

  • Traded prices and quantities,
  • Daily cumulative quantities,
  • One best bid offer (1ΒΒΟ) price level and volume,
  • Number of orders composing each bid/ask level,
  • Open, high, low and closing prices,
  • Indicative prices and volumes during call auctions (Projected Auction Price and Volume, Projected Closing Price / Volume) of all securities (Stocks, Bonds, ETF's) traded on the Athens Stock Exchange Securities Market,
  • Baseline information,
  • OTC information (traded prices & quantities) provided by the ATHEX PTTS service,
  • Indices' information (*):
    • Last price (of an Index or last trade for securities symbols).

(*) ATHEX Indices information is alternatively provided as a separate information product.

INFORMATION LEVEL 2 (5BBO)

  • Five (5BBO) best bid and offer prices and quantities per security plus the Level 1 data,
  • Number of orders composing each bid/ask level,
  • ATHEX Bonds 5BBO,
  • CSE Bonds 5BBO.

INFORMATION LEVEL 3 (10BBO)

  • Ten (10BBO) best bid and offer prices and quantities per security plus the Level 1 ATHEX and CSE data,
  • Number of orders composing each bid/ask level,
  • ATHEX Bonds 5BBO and CSE Bonds 10BBO.

FULL ORDER DEPTH

  • The total of orders entered in the trading system of the ATHEX or CSE Securities Market plus the Level 1 data,
  • The time entry, serial number, type, price and volume per order,
  • Additionally up to the ten (10BBO) best bid and offer price levels and quantities per security,

The volume of orders for each level of the ATHEX or CSE.

 

Real Time Information Products Information content for ΑTHEX Derivatives Market

INFORMATION LEVEL 1 (1BBO)

  • One best bid & offer (1BBO) and trading prices and quantities of all derivatives products,
  • Number of orders composing each bid/ask level,
  • Underlying security or index,
  • The expiration date,
  • Total number of day's outstanding contracts,
  • Number of contracts traded,
  • Open, high, low, strike and closing prices.

INFORMATION LEVEL 2 (5BBO)

  • 5 best bids & offer (5BBO) prices and volumes of all Athens Exchange derivatives products plus the Level 1 data,
  • Number of orders composing each bid/ask level.

INFORMATION LEVEL 3 (10BBO)

  • 10 best bids & offer (5BBO) prices and volumes of all Athens Exchange derivatives products plus the Level 1 data
  • Number of orders composing each bid/ask level
FULL ORDER DEPTH
  • The total of orders entered in the Trading System of the ATHEX Securities Market plus the Level 1 data
  • The time entry, serial number, type, price and volume per order
  • Additionally up to the ten (10BBO) best bid and offer price levels and quantities per derivative product
  • The volume of orders for each level of the ATHEX

 

Real Time Information Products Athens Exchange Indices

 

ATHEX INDICES

  • Last price (of an Index or last trade for securities symbols).

 

FTSE/ATHEX INDICES

  • Last price (of an Index or last trade for securities symbols).
   

 

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
 Description of the ATHEX Real Time Information Products Content
Significant Points of Data Feed Content
Common Data Feed
CSE Real Time Market Data Feed

 

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