MTS

The MTS EGBs Cash Tick-by-Tick - Historical Archive (2011 to Purchase Date) is the ultimate dataset for European Government Bonds (EGBs), delivering a fixed, tick-level repository of trading data from the MTS Cash Central Limit Order Book, spanning January 2011 up to the date of purchase. With peaks of ~100 million rows, this comprehensive archive captures every new and changed price, aggressive orders (fill-and-kill, all-or-nothing), and trade-by-trade cash fills. Key Features: Historical Daily Files: Access to 5 daily files.

Coverage: Full depth of the Order Book. Content: Includes Proposals (Complete tick-by-tick data from order book), Fills (All cash trades on trade-by-trade basis), Orders (Aggressive Orders (FAK, AON)), Bond Reference data, Market Calendar data detailing information on trading holidays. , buy on May 1, 2025, get 2011 to April 30, 2025).

Tailored for deep retrospective analysis, regulatory audits, and academic research, it enables users to explore over 13 years of billions of ticks to uncover market turnover patterns, assess historical volatility, or build robust financial models. For data beyond the purchase date, the Continuous Subscription is required. Dive into a comprehensive EGB market history with MTS’s trusted data quality.