Quote MTF
Quote MTF distributes all of its own order book data to its full depth, as well as all executed prices in real time to its subscribers and to data vendors. All information and all other services, including data dissemination, port access and drop copies are free of charge.
In addition, Quote MTF provides an end-of-day report detailing the following information on a per ISIN level:
- Open, high, low, close
- Aggregated traded volume in home market currency
- Number of trades
Fee structure
Quote MTF distributes a full depth of order book and all executions in real-time, free of charge. Institutions wishing to redistribute the Quote MTF data via a data vendor agreement can do so free of charge.
Customisability/Analytics
Quote MTF offers a report on price quality of quotes displayed in its system compared to the European market. This report details the percentage of the European trading time for which the quotes displayed on Quote MTF are the best in Europe. The report also shows the average order volume available at that price quoted and can be broken down to show an overall index level, into each security, or into bid and ask prices.
Delivery channels
Quote MTF distributes data through a direct connection to its price engine and via Bloomberg and Thomson Reuters data feeds.
Integration
Quote MTF’s data is integrated into customers’ in-house systems facilitated by its choice of widely used data file formats. Clients who take Quote MTF’s data feed directly receive it in the industry standard ITCH 3.0 format. Subscribers to the Bloomberg and Thomson Reuters data streams can receive Quote MTF data with relatively minimal integration effort.
Future plans
Quote MTF plans to offer clients access to historical price information in 2011.