London Stock Exchange - UK Market#

The London Stock Exchange’s UK market facilitates trading in UK-based companies listed on its Main Market and AIM.

  • Country: UK United Kindom [GB]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/London

  • Start Date: 20120103

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

LSE - Coverage#

Security Type

# of Symbols

% of Total

Bond

2824

5.03%

Convertible Bond

49

0.09%

Corporate Bond

40252

71.67%

Depository Receipt

135

0.24%

ETC

317

0.56%

ETF

3964

7.06%

ETN

863

1.54%

Equity

4676

8.33%

Government Bond

1018

1.81%

Structured Product

1855

3.3%

Test

68

0.12%

Warrant

142

0.25%

Total

56163

100%

Consists of 4 Databases



LSE#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




LSE_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




LSE_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type




LSE_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_QTE - Latest Quotes for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue