ATHEX Market Data Feed

 

ATHEX Information Products

The ATHEX offers to its Market Data Feed Clients a wide spectrum of information products, ranging from the Non-professional Post Trade to Professional Full Order Depth Packages:

A. SHORT DESCRIPTION OF INFORMATION PRODUCTS AND MARKET DEPTH OFFERED

PRODUCTS ORDER FLOW TRADES BBO LEVEL SUPPORTED  
ATHEX SECURITIES ATHEX BONDS CSE SECURITIES CSE BONDS ATHEX DERIVATIVES ENEX
DERIVATIVES
MIFID Post Trade N/A Yes 0 0 0 0 0 0
Level 1 N/A Yes 1 1 1 1 1 1
Level 2 N/A Yes 5 5 5 5 5 5
Level 3 N/A Yes 10 5 10 10 10 10
Full Order Depth Yes Yes 10 5 10 10 10 10
 

B. INFORMATION CONTENT PER SECURITIES MARKET PRODUCTS

CONTENT OF INFORMATION MIFID POST TRADE LEVEL 1 - 3 FULL ORDER DEPTH (ORDER FLOW)
Traded Prices & Quantities Yes Yes Yes
Daily Cumulative Traded Quantities Yes Yes Yes
Best Bid Offer  price levels and volumes N/A Yes Yes
Number of orders composing each bid/ask level N/A Yes Yes
Detailed Information per order N/A N/A Yes
Closing Prices Yes Yes Yes
Open, High, Low Prices Yes Yes Yes
Indicative prices and volumes during call auctions Yes Yes Yes
APA@ATHEX OTC information Yes Yes Yes
 

 

For more detailed information, please see below:

A. Information Products

B. Distribution Licences for ATHEX Special Services

 

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COMPANY ANNOUNCEMENTS

 
 
 
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