Real-time data


In the era of electronic trading, the real-time data feeds provided by the London Stock Exchange effectively are the markets. Infolect broadcasts several levels of data, including prices and trade data, as well as a fully visible order book. The different levels of data are designed to suit different users, whether actively trading on the markets or using the service to inform trading, investment or other business decisions.


The London Stock Exchange continually looks to work with its customers to enhance and grow the range of market data available via Infolect. This has resulted in the introduction of a new range of value-added information through the Level 1 Plus service, providing even more depth and coverage on market activity.


You can subscribe to Infolect at three different levels, choosing the service that best matches your needs:


Level 1

Offers real-time best prices and a range of key added value information and other market data.

Level 1 Plus

New added-value official source data for those that use the best bid and offer and appreciate having the value of additional market insight. Level 1 Plus allows users to understand more about the underlying market depth and liquidity of securities.


Level 2

Our most comprehensive service providing quote and order details giving users the full depth of the market essential for trading.


Please refer to the below chart for a breakdown of the different levels of data.


Level 2

Level 1 Plus

Level 1

UK orders & quotes

Y

International orders & quotes

Y

Enhanced best price

Y

Y

Buy/sell percentages

Y

Y

Money flow per security

Y

Y

Time-weighted average spread (TWAS)

Y

Y

Opening Price

Y

Y

Y

Mid, best-bid and offer

Y

Y

Y

Trade high and low

Y

Y

Y

Individual trades

Y

Y

Y

Closing prices

Y

Y

Y

Order book VWAP

Y

Y

Y

All trades VWAP

Y

Y

Y

Cumulative volumes

Y

Y

Y

Uncrossing price and volume

Y

Y

Y

Daily official list prices

Y

Y

Y