The Aquis Exchange is based in London, UK and provides a primary and secondary market for European equities.

The Aquis Exchange (Aquis) provides its MTF market data to trading Members and market data vendors via a number of IP multicast feeds. These feeds consist of real-time order and trade feeds publishing continuously throughout the trading day and snapshot feeds publishing order book data at regular intervals. Additionally, message replay servers are available to offer message gap recovery if required. 

The Aquis Exchange is authorized and regulated by the Financial Conduct Authority to operate a multilateral trading facility.

Data Support

Access developer supplements

Specifications

Geographical Coverage
Europe
History
February 2018
Data Frequency
Daily
Asset Class
Equities
Delivery Mechanism
ICE Connect | ICE Consolidated History | ICE Consolidated Feed | ICE Data API | ICE Global Network

Key Features


The ICE Global Network offers high quality access to the Aquis Exchange native data feed and execution services through an ultra-secure, highly resilient network. 

For clients looking to access normalized data the ICE Consolidated Feed provides functionality that allows for seamless application programming, using proprietary symbology that is easy to consume, human-readable and based on exchange tickers. Reference data fields are presented in a consistent format with popular fields such as Instrument Types, Marketplace Codes and Instrument Names available in both ICE proprietary and native exchange format. Additional third-party identifiers, such as CUSIP & ISIN are also available (note that some may require separate licensing). 

Covering both individual instrument status (normal/halted/suspended) and market phase (auction/continuous/etc.), the ICE Consolidated Feed presents status as a globally consistent set of values, while also maintaining a separate set of fields with the native exchange presentation. Including both native exchange timestamps in their original time zone and granularity, and ICE system timestamps in UTC, gives clients flexibility and choice, that carries through to the tick-by-tick files provided by ICE Consolidated History.

  • Model: The data set provides Market By Order (MBO) information, offering detailed insights into individual orders at each price level.
  • Depth: The data set offers Level 2 market depth, providing visibility into the order book beyond the best bid and ask prices.
  • Quality of service: This data set ensures high-quality, real-time market data with minimal latency and maximum uptime.
  • Feed type: Aquis Exchange data is available in native format or normalized via the ICE Consolidated Feed
  • Normalization: Data is provided with ICE proprietary symbology, UTC timestamps, and globally consistent normalized values for critical fields such as instrument status, alongside native exchange values, for seamless application programming

Products


ICE Global Network

ICE Global Network offers delivery of high-quality content in native format, and access to execution services through an ultra-secure, highly resilient network. An important backbone for financial and commodity market information flow, it connects the global market community to the broadest ranges of data sources - including proprietary and third-party content - and trading venues in a safe, efficient manner.

ICE Data API

Buy-side and sell-side front offices continue to embrace more data and more technology in order to expand their opportunities and gain an edge over the competition. Enrich front office systems with ICE’s Data API solution, providing intraday access to fixed income pricing, on-demand analytics, reference data and more.

ICE Consolidated Feed

ICE Consolidated Feed is ICE’s Resilient, distributed and normalized Market data solution: providing Realtime access to Level 1,2 & 3 Market Data, News and Fundamental datasets through zero-footprint and throughput optimized API and connectivity options.

ICE Consolidated History

ICE Consolidated History is ICE’s Bulk History Offering: providing incremental updates and direct access to ICE’s archive of up to 15 years of tick-by-tick Level 1,2 and 3 historical tick level Market Data.

ICE Connect

ICE Connect brings together access to cutting-edge trading tools with real-time cross-asset data, global news, and analytics all on one platform. Whatever your role, our platform can be tailored to your workflow for optimal efficiency.

Interested In learning more about
Aquis Exchange?