Delayed Market Data Documents

London Stock Exchange Group (“LSEG”) makes pre-trade and post-trade data available 15 minutes after its initial publication (“Delayed Data”) in accordance with the requirements of Regulation (EU) No.600/2014 and Directive 2014/65/EU (MiFIR and MiFID) and all relevant supplementary regulations and guidance.

 

A file is produced every minute. All files are semicolon delimited. To read the files more easily in Microsoft Excel: open the file in Excel, select column A, select the "Data" tab, open the "Text to Columns" Wizard, on the first page of the Wizard select delimited, and then on the second specify that the delimiter is a semicolon. The times in the names of these files, and the timestamps on the messages within the files, are all in UTC. Please see the attached document for fuller guidance.

 

PLEASE NOTE: With effect from 30 November three new files will be made available on this page. These will include pre-trade and post-trade delayed data for Turquoise Europe (MIC: TGHE) and post-trade delayed data for TRADEcho Netherlands (MIC: ECEU). In addition, the names of all of the files will change and be prefixed with the MIC of the venue to more easily identify each file.