The London Stock Exchange (LSE) has launched a new range of real-time data products as part of its Level 1 Plus information service.
The recently-launched service delivers an enhanced range of data that allows users to understand more about the underlying market depth and liquidity of securities, including best prices, buy/sell percentages, money flow per security and time weighted average spread.
LSE says the new data products being offered through Level 1 Plus are the first to become available through its corporate data warehouse, which was built using Microsoft Windows Server 2003 technology and went live in April.
Customers will also have access to existing Level 1 content such as opening price, mid, best bid and offer, trade high and low, mid price high and low, individual trades closing prices, snapshot prices in real time, order book VWAP, all trades VWAP, cumulative volumes, uncrossing price and volume and daily official list prices.