3. MTS Live

Access premium ultra-low latency European government bond data

MTS Live is an ultra-low latency data distribution facility, offering a complete and un-aggregated order book with every visible price and order for the most liquid bonds traded on the MTS Cash markets, the leading interdealer market for European government bonds. MTS Live users can access over 30,000,000 quotes and orders generated by the MTS trading community each day on bonds, bills and linkers from a total of 16 domestic markets. MTS Live is available exclusively to MTS market participants.

MTS Live supports highly granular un-aggregated data by providing users with every price and all order information submitted to the MTS matching engine including (FAS, fill-and-kill and all-or-nothing)

Benefit from:

  • Increased matching opportunities – continuous insight into price movements
  • Maximum data granularity – tick-by-tick un-aggregated depth
  • Optimised trading algorithms – fed with the richest bond market data
  • Enhanced risk management – the data you need to hedge more effectively
  • Reduced latency – data is delivered via FIX-FAST protocol
  • Confidentiality ensured – no disclosure of participant names
  • Access comprehensive post-trade data
  • Co-location available for MTS Live Users

The delivery of data is available via the following:

  • Secure Market Access Portal (SMAP)
  • Co-Location