European Government Bond (EGB) data is sourced from CME’s BrokerTec electronic fixed income platform. As one of Europe’s leading interdealer platforms in the market, BrokerTec data offers consumers reliable pricing across key European markets. BrokerTec EGB data consists of executable prices, creating a valuable tool for price discovery and validation. The historical data covers daily order book price information and transaction data from the European trading day.
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Dates Available
European Government Bond (EGB) files start on January 2, 2018 until present day.
FAQ
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What format is the file delivered in? Data is provided in .csv format. Are files compressed? No, the files are not compressed into zip files. |
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Which markets does BrokerTec EGB data cover? BrokerTec EGB coverage spans across multiple European classifications and provides data for the following markets: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Netherlands, Portugal, Slovakia, Slovenia and Spain. What BrokerTec EGB products are available? Historical EGB data is available via CME DataMine as on-going subscription of daily files, delivered at the end of the day and bulk historical files (one-off purchases).
The historical files are split into two offerings: Orders + Trades combined in one file and/or just Trade data in a separate file. How many files are available per day? On-going subscription: 1 file a day with Daily Orders + Trades combined. Bulk historical: Choice of 1 file with both Orders and Trades, or 1 file with Trades only. **Files will be available on a 2-day delay. For example: Monday trade date files will be available and delivered on Wednesday.
There will be “ready” files that accompany the actual files, indicating that the corresponding csv file is available:
Do you have sample files available? Yes, please contact cmedatasales@cmegroup.com to request sample files. How far back do you maintain these records? EGB History is available from January 2, 2018 to present day. Are there any days when the files will not be produced? The EGB files will not be produced on: New Year’s Day, Good Friday, Easter Monday, 1 May (Labour Day), Christmas Day, 26 December (Boxing Day). |
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When are these files delivered? Files are available Monday – Friday at approximately 6 PM CT / 7pm ET. The data in the files are available on a two-day delay. |
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How large are these files? The average daily file size is 300MB. What data fields are available in the files? Please refer to the field tables below.
FIELD LIST PRE-18 JANUARY 2021 Fields in the table are listed in the order they appear in the files. TRADES (TWO- DAY DELAY)
ORDERS (TWO- DAY DELAY)
The table below reflects the fields available in the file after January 18, 2021: FIELD LIST POST 18 JANUARY 2021:
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