LSE to migrate historical data products to cloud-based platform in Q3 2022
In the third quarter of 2022, London Stock Exchange will be migrating various end of day/historical data products to a cloud-based platform. Customers that are subscribed to these products will need to update their connectivity arrangements to connect to our Managed File Transfer (MFT) SFTP solution.
In addition to these connectivity changes, LSE will also be updating file names and formats for these products.
You will be impacted if you are currently subscribed to one or more of the following products (the “LSE Historical Data Products”):
- Tick Data – time and sales data for transactions executed on London Stock Exchange or reported through TRADEcho
- Best Prices – end-of-day download of top of book prices
- Rebuild Order Book – end-of-day download of all order book updates
- End of Day Summary – summarised trading activity for instruments listed on the London Stock Exchange, including opening, closing, high and low prices and cumulative volumes
- Participant Trading Data – tick-by-tick trading data for specific market participants, delivered at the end of each business day and available to market participants only
- Daily Tradable Instruments Report – full list of instruments that can be traded on the London Stock Exchange
- Daily Official List – a daily publication of official quotations for all securities traded on the London Stock Exchange.
Customers will need to have completed the switch to the new cloud-based platform by 7 October 2022, when the existing services will be discontinued.
Historical data products related to Turquoise market are not affected by these changes, and will be subject to a migration schedule in late 2022.
The new cloud-based platform will be available from 1 August 2022 (for all products except Rebuild Order Book). Customers will be required to migrate from legacy connectivity solutions to MFT in order to continue receiving the LSE Historical Data Products. Legacy connectivity solutions will be decommissioned on 7 October 2022, after which point MFT will be the only access point for these products.
Between the 1 August 2022 and 7 October 2022, customers will be permitted to use the two solutions in parallel to validate connectivity to the new platform.
Customers subscribing to Rebuild Order Book should note that this product is not expected to be available on MFT until mid-August.