Chi-X Europe

Chi-X Europe

Chi-X Europe offers realtime level two data to trading participants at no cost. It only provides market data for trades which take place on the Chi-X Europe platform, or are brought onto the platform, and also trades reported to the Chi-X Europe Trade Data Monitor service. Delayed data is provided at no cost for other users, such as data vendors and firms wishing to use the data for public display purposes.

Fee structure

With the exception of the historical DataService, Chi-X Europe does not offer any commercial information services.
The price list for Chi-X
Europe market data can be
viewed on its website.

Customisability/Analytics

Chi-X Europe’s historical DataService, in partnership with Intelligent Financial Systems, provides access to Chi-X Europe historical tick and order book data, including the ability to rebuild full depth of order book. The DataService also includes integrated search, analytics, custom report generation and data query services.
Users can select a package which suits their needs, whether simply requiring access to all data and download files via FTP, or needing to drill down to the market conditions for a single instrument and view the order book at a specific time in the past.
The DataService comprises two main products: Order Book (permitting subscribers to review the entire order book at a given moment in time and provides the last trade information and graphical representation of prices over a day) and Historical (permitting subscribers to download FTP files relating to one or more instruments or the entire universe of tradable instruments).

Delivery channels

Chi-X Europe market data can be received via direct connectivity i.e. leased line or from third-party vendors such as extranet or quote vendors. A list of vendors that distribute Chi-X Europe data can be viewed on its website.

Integration

Chi-X Europe supports customers in integrating Chi-X Europe data into their automated environment by providing a test environment and conformance process.