European Composite Trade and Quote (ECTQ) data


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Trade and Quote Sample files are provided for Vodafone (ISIN GB00BH4HKS39) for the date of May 4, 2020 for which 31,906 trades occurred across 19 venues. Each file includes the Published Timestamp, Matching Engine Timestamp, Trade Size/Type/Currency and Order Book, Off Book and Auction Trade Indicators.

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