Moscow Exchange Bows Historical Data Products
Full-depth historical data will support development and testing of trading algorithms and technical analysis.
The exchange is offering three new products: Order Book, which covers data on all trades and orders (Type A); Top of Book, which provides data on all trades and best orders (Type B); and End-of-Day summary information, which provides bid, ask, open-close/high-low and volume data (Type C).
The full-depth data covers all orders and trades for the exchange's equities, bonds, futures and options markets and will primarily be used by high-frequency trading firms for beta testing strategies, says
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