Burgundy offers its own market data for free to clients via the FIX protocol or through its proprietary EMAPI protocol. It can be loaded in real-time or historically by download extending back 90 days. Users are free to customise the data if they wish but they cannot select it in an unbundled format.
Access to all of Burgundy’s market data is free of charge, and it does not offer any data from other venues or exchanges; only data from Burgundy. The platform currently does not offer any commercial information services, but all Burgundy market data resellers need to sign a market data agreement.
Data is supplied in a bundled manner but clients are free to customise or re-engineer the market data in any fashion they desire.
Burgundy retains 90 days of historical data which is available for download from the trading platform.
Market data is delivered through two protocols: FIX or through Burgundy’s own proprietary protocol EMAPI, which the user can choose between.
The protocols that Burgundy uses enable the user to retrieve real-time data in an automated way. Static data and other database queries can be coded for the user to retrieve the data automatically every day.
Burgundy’s plan is to start trading in the following financial instruments in 2011: warrants, certificates and structured products. It has added more static data fields into its market data feed, to give more product information about the new financial instruments to endclients.