FX Data Suite

Euronext FX offers a comprehensive and expanding FX Data Suite, based on pricing and transactions on our core ECN. These products include real time and historical market data, as well as our latest derived data set, FX Market Flow.

 

Euronext FX Data is derived from anonymised transactions and pricing of the aggregated trading activity from a wide variety of global participants, including banks, hedge funds, proprietary trading firms and brokers on both the Euronext FX and Euronext Markets Singapore ECNs. ECN Data is available from all four matching engines (NY4, LD4, TY3 and SG1) and for Spot FX, Precious Metals and NDFs. With quote-to-feed and order-to-ack latencies sub 25 microseconds, ENFX execution and market data speeds are unmatched, especially important in times of volatility.

 

Level 1
Best bid, best offer – Top of Book

Level 5 / Level 10
5 / 10 aggregated levels with prices and sizes

Price discovery
• One of the fastest reference feeds available in Spot FX improving accuracy for end clients using this product especially during peak volatility
Delivery: real-time, end of day & historical

 
 

ECN Prints + Mid*
Streaming mid-price from NY4 matching engine + trades from all 4 locations delayed 500ms

*ECN Prints + Mid are also available as individual subscriptions

Track the market
• Enables near real-time TCA analysis especially for users of ENFX Peg order types
• Trade data allows the following of executed market trends
Delivery: real-time, end of day & historical

 
 

All World View
T+1 aggregated prices with volume 10 levels deep

In-depth price analysis
• Data source for all pricing on the ECN (including firm and skewed prices)
• Fine tune execution and water mark pricing for leakage analysis
• Helpful to assess market impact, obtain spread and market depth information
Delivery: end of day & historical

 
 

NEW Spread Matrix
A near real-time view of institutional spread and consensus per currency pair

Spread consensus
• Help identify conditions where spreads are rapidly changing to help determine market volatility and spread concentration to improve modelling and price construction.
Delivery: real-time, end of day & historical

 
 

NDF Level 1 (BBO)
Best bid, best offer – Top of Book

Price discovery
• One of the fastest reference feeds available for NDFs improving accuracy for end clients using this product especially during peak volatility
Delivery: real-time

 
 

FX Market Flow*
Derived from traded data on ENFX - offers subscribers daily metrics that reflect market trends

NEW *V2 now available

Alpha generating
• $23Bn ADV over 4 global matching engines
• 100+ currency pairs
• 7 years of historical data available for back-testing
• 5 participant types
• 650+ metrics computed per pair, per time-period
Delivery: end of day