8. Market behaviour analysis
The European bond markets have seen significant volatility over the past few years and the topic remains a key area of interest for study. Access to comprehensive historical market data can be essential to analyse how bond spreads have evolved throughout this period as well as other liquidity indicators.
MTS Historical Data comes direct from our interdealer market, one of the richest sources of historical pricing and trade data in Europe for over fifteen years.
- Data sourced from data 19 interdealer bond markets
- Over 100 participants trading more than 1,100 bonds
- 30,000,000 fully executable prices each day
MTS Historical Data includes a range of different datasets with increasing granularity to meet customers’ specific needs. These include:
- Daily Trading Summaries providing aggregated end-of-day trading statistics
- Trade-by-Trade files
- High Frequency intraday pricing
- Tick-by-Tick data - full executable depth
MTS Historical Data enables accurate analysis of market events such as the ECB quantitative easing (QE) programme:
- Unparalleled depth of market data covering the five-year QE period and dating back to April 2003
- Detailed information for back-testing models and trading strategies
Market coverage includes:
- Austria
- Belgium
- Cyprus
- Czech Republic
- Denmark
- Finland
- France
- Germany
- Greece
- Hungary
- Ireland
- Israel
- Italy
- Netherlands
- Poland
- Portugal
- Slovakia
- Slovenia
- Spain