MTS Historical Data

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MTS Historical Data Factsheet
MTS Data Factsheet
Regulatory Structure
Market Rules

Rich source of historical pricing and trade data

As fixed income markets across Europe continue to experience unprecedented levels of volatility and uncertainty, MTS Historical Data delivers the depth and quality of historical time series data needed to optimise research capabilities and build profitable strategies in a changing trading environment.

MTS Historical Data is used by the world’s leading financial and academic institutions, recognising the ability to profit from best in class data. The service offers different levels of depth and granularity, from daily market summary information to un-netted tick-by-tick pricing data.

If you are an academic and would like to conduct or enhance your research, our Time Series data packages are available to you with a discounted price of 50% from our standard Time Series fees. Please reach out to us to learn more: mts.data@euronext.com.

To view academic research papers published using MTS Data, visit our Academic Research page.


Benefits:

  • Superior research capabilities through access to the richest source of European government bonds data
  • Advanced insight into market behaviour and trends
  • Enhanced ability to build and test trading strategies and models
  • Enriched studies through deep understanding of trends across the European cash and repo markets


Delivery methods:

  • Direct from MTS via HTTPS or SFTP
  • One-off delivery of historical files or rolling subscription to end-of-day files