MTS Time Series Data

Comprehensive market insights with Time Series Data

Used by the world’s leading financial and academic institutions, Time Series Data offers different levels of depth and granularity, from daily market summary information to un-netted tick-by-tick pricing data. Taken directly from the market-leading interdealer MTS Cash and Repo order books, the data is of the highest relevance, coming only from firm, fully executable prices.  

Time Series Data packages

Cash daily summary: Daily summary per bond in a single line

Cash trade-by-trade: All cash trades on a trade-by-trade basis

Cash high frequency: Top 3 levels of depth of the order book

Cash tick-by-tick: Complete tick-by-tick data from the order book

Repo daily summary: Aggregated data by security and term

Repo trade-by-trade: Data on all repo trades

Cloud / distribution channels

AWS Market Place (click here to view), Snowflake (click here to view), Datahub and SFTP

Find out more MTS Time Series factsheet