The Market Share service provides Member Firms with detailed, flexible and timely market share statistics on trading volumes and associated market share rankings.  In an increasingly competitive environment, understanding your market share is of key importance.  By accessing these services it has never been so easy to find out how you are performing in the market.

The Execution Quality service provides retail brokers and RSPs with the ability to monitor, assess and compare execution performance for all of their trades in the UK equity market.  It provides you with reports on how your execution performance compares with the rest of the market. Over the course of an hour, a day, a month or a year you can see how competitive you really are, as well as keep up to date on how each of your Retail Service Providers are performing.

The end of day summary service provides summarised trading activity for instruments listed on the London Stock Exchange at the close of each trading day.  It covers daily statistics, volume data and yearly cumulative figures including opening prices, closing prices, daily and yearly mid price high/low, daily and yearly trade price high/low, cumulative volumes and value traded.

The rebuild order book data service provides intraday order information and trading data. The service facilitates the reconstruction of the London Stock Exchange order book system, and contains order detail, order deletion and trade detail information that is published for automatic trades throughout the trading day. The service allows enhanced data modelling for technical and quantitative analysis of securities and markets on the London Stock Exchange. It also allows more complex analysis than tick data permits by providing access to Level 2 information, thus full market depth.

The Historic Price Service provides official end of day price quotations (buy/sell spreads) for  securities traded on the London Stock Exchange. The Exchange holds more than 30 years of historic data - you can instantly obtain end of day price quotations from 10 June 1999 to the present day through the Online Service. Alternatively, end of day price quotations before 10 June 1999 can be obtained within 5 Business Days using our fax and postal service.

The Trade Validation Service provides an online query-based service to enable Customers to validate historic trading data. You can instantly validate historic trading data from 1st April 2001 to the present day through this Service.

The Tick Data subscription service provides historical intraday tick-by-tick trading data (time and sales information) and best prices for all UK listed securities traded on the London Stock Exchange. Alternatively the on line Customised Reports Service allows you to create data downloads on an adhoc basis.

The Stock Situation Notice service provides comprehensive and timely details of forthcoming corporate actions for London traded securities.

The Corporate Events Diary is an on-line calendar used to track forthcoming corporate events affecting UK securities traded on the London Stock Exchange.

The Participant Trading Service provides intraday, tick-by-tick trading data filtered specifically for that participant. The data, which is delivered at the end of each business day, will detail all of the trades that have been executed (for all UK listed securities traded on the London Stock Exchange) by the market participant for that day.

The International Equity Market Service (IEMS) provides trading data of transactions in companies incorporated or having their principal office in the EEA or Switzerland and which have been reported to the Exchange by member firms as an International Equity Market Security (as defined in the Rules of the London Stock Exchange as amended from time to time).

Individual Turnover Reports will help you to assess trends in individual lines of stocks by providing historic volume data in an easy to read format. The reports illustrate the number of shares traded in a particular stock, and their total value over a chosen time period. Reports are available on all equity and fixed interest securities as well as London Listed and AIM securities.

The Electronic Data Service and Individual Turnover Service provide historical turnover data for individual securities in a report format on a daily, weekly and ad-hoc basis.

Download the Electronic Data Services and Individual Turnover Report Service Technical Specification (doc 121KB) updated December 2003.

Securities Masterfile Service
As a member of the Association of National Numbering Agency (ANNA) the London Stock Exchange is responsible for the allocation and administration of UK ISIN codes and global SEDOL codes.
The SMF service provides accurate information on over 250,000 securities traded on UK and international markets.
The service aids the efficiency of settlement operations and provides uniform codes regularly used in security dealings, comparisons, transaction reports and dividend claims.

Download the up-to-date list of  information source codes (PDF 93KB) updated February 2002.
Download the Securities Masterfile Technical Specification (PDF 161KB) updated June 2002.
Information on the SEDOL code enhancements.

Terms and Conditions

For more information on any of the Specialist Information Products, please contact Information Sales on +44 (0) 20 7797 3211 or email infosales@londonstockexchange.com.
For general site queries, please go to our Help section.