The Bucharest Stock Exchange (Bursa de Valori București, BVB) is Romania's main stock exchange. In September 2020, the Bucharest Stock Exchange was promoted from the category of Frontier Market to the category of Secondary Emerging Market by the FTSE Russell rating agency. The exchange provides a market for trading in equities, bonds, futures, structured products, and indices.
We provide streaming data including Level 1 and Level 2 (MBP) pricing, full market depth, and settlement values via the Consolidated Feed. Historical and end-of-day data are also available.
Access is also supported through ICE Connect Desktop, ICE XL, and APIs for seamless integration into enterprise systems and automated workflows.
Specifications
Key Features
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 delivers Market By Price (MBP) information, summarizing the total volume of orders at each price level for a comprehensive market view.
- 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: Bucharest Stock Exchange (BVB)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 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 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 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.