About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Briefs

LSEG Expands Market Data Offering with Additional Feeds and Market Coverage

Subscribe to our newsletter

London Stock Exchange Group (LSEG) has significantly expanded its market data services, enhancing both its real-time and historical data offerings. The expansion includes the addition of 105 feeds to its historical market data product, Tick History – PCAP, and coverage of 37 new markets in its Real-Time-Direct (RTD) service.

The RTD service, which provides low-latency market data, now includes 20 U.S. equities and Canadian markets, as well as 17 global futures exchanges. This enhancement grants customers access to a more comprehensive set of direct feeds, including full depth-of-book data for all U.S. equities and major U.S. futures exchanges. The update also introduces a simplified architecture and lower latency, maintaining LSEG’s data model for consistency and reliability.

For historical market data, Tick History – PCAP now offers more than 400 feeds, with new coverage spanning 14 markets in the Americas, 8 in the Asia-Pacific region, and 76 in EMEA. Notable additions include feeds from the Johannesburg Stock Exchange, Shenzhen Stock Exchange, and European Energy Exchange. The data, captured with nanosecond precision at exchange data centres, is now available via AWS cloud services.

LSEG’s expanded offering aims to support market participants with deeper and more diverse datasets, enabling more informed decision-making across trading and investment strategies.

Stuart Brown Global Head of Data and Feeds, LSEG, commented: “We are delighted to offer the marketplace expanded coverage for both Tick History – PCAP and Real-Time-Direct. This expansion continues our low-latency strategy to meet the needs of our front-office customers and to provide market data across the entire latency spectrum.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

LSEG and Bank of America Target AI-ready, Governed Data Integration in Multi-Year Partnership

London Stock Exchange Group (LSEG) and Bank of America have agreed a multi-year strategic partnership centred on embedding governed, AI-ready data and analytics directly into the bank’s core workflows. Rather than a distribution agreement focused on access, the collaboration reflects a broader architectural shift: integrating unified, rights-cleared content, analytics and risk intelligence across advisory, trading,...

EVENT

RegTech Summit London

Now in its 9th year, the RegTech Summit in London will bring together the RegTech ecosystem to explore how the European capital markets financial industry can leverage technology to drive innovation, cut costs and support regulatory change.

GUIDE

Entity Data Management & the LEI

Just over a year since the Financial Stability Board handed over leadership and direction of the interim Global Legal Entity Identifier System – or GLEIS – to the Regulatory Oversight Committee (ROC) of the LEI the entity identifier is being used for reporting under European Market Infrastructure Regulation. This report discusses recent developments in the...