London Stock Exchange - UK Market Sample#

A subset of symbols from the London Stock Exchange, between January 2,2024 and March 31, 2024

  • Country: UK United Kindom [GB]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/London

  • Start Date: 20240102

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

LSE_SAMPLE - Coverage#

Security Type

# of Symbols

% of Total

1

0.0%

Bond

2413

8.42%

Convertible Bond

36

0.13%

Corporate Bond

14151

49.36%

Depository Receipt

157

0.55%

ETC

276

0.96%

ETF

3099

10.81%

ETN

656

2.29%

Equity

5266

18.37%

Government Bond

747

2.61%

Structured Product

1499

5.23%

Test

63

0.22%

Warrant

306

1.07%

Total

28670

100%

Consists of 3 Databases



LSE_SAMPLE#

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_SAMPLE_BARS#

Database includes the following Tables:

  • 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_SAMPLE_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