The Tradetech Daily

London Stock Exchange Group

London Stock Exchange Group

The London Stock Exchange (LSE) Group currently offers two real-time market data feeds - Infolect and DDM-Plus.
Infolect broadcasts tickby- tick data for both the UK and Italian markets and is integrated with the exchange's trading platform. It includes data on the LSE's equity and fixed income markets, as well as equity, fixed income and securitised derivatives data for Borsa Italiana. Infolect is available in level one (best bid and offer) and level two (full depth) formats.
Level one data includes best price and volume, value traded per security, time weighted average spread, market share, opening prices, trade high and low, mid-price high and low, individual trades, closing prices, order book VWAP, all trades VWAP, cumulative volumes, indicative and firm uncrossing price and volume, daily official price list and off-book data.
Time weighted average spread and mid price high and low data are not currently available for the Italian market. Opening prices and trade high and low data is not currently available for the MTA market for Italian data Infolect subscriptions.
Level two data includes full depth of the book with all quotes and orders and level one data.
Infolect delivers full depth of the market data in under two milliseconds to the LSE's client base and also supports the activities of the Johannesburg Stock Exchange and the Oslo Bors.
DDM-Plus is the legacy market data platform of Borsa Italiana and provides equities, derivatives and fixed income data to a best bid and offer depth of up to 20 levels.
DDM-Plus provides realtime market data in the form of depth-limited millisecond snapshots to market participants. DDM-Plus also provides coverage for all of the Italian markets, including the derivatives market IDEM, for which a full-depth tick-by-tick service is also available.
Both DDM-Plus and Infolect offer message throughputs of 20,000 messages per second.

Delivery channels

The London Stock Exchange
Group offers a range of
connectivity models for
subscription to real-time
market data. Members can use
a direct connectivity model,
including the LSE-owned and
managed Extranex network
and BitNet, Borsa Italiana’s
managed network.
The LSE also has a
portfolio of network service
providers and information
vendors to support client


All London Stock Exchange
Group real-time market data
feeds have a round-the-clock
dedicated support network in
both London and Milan.