Categories of Data feed

Data feed

MCX provides data on commodity derivatives (futures and options) traded on its platform, along with polled spot prices of these commodities, and other information about commodities traded on the exchange. Such information dissemination is known as "data feed".

Categories of Data feed for subscription from MCX
Real-time data feed: MCX provides streaming data through a data feed server connected with the exchange server. This feed includes all commodity derivatives traded on the exchange along with the polled spot prices and data of some of the indices on the exchange. Real-time data feed is provided at two levels (level 1 and level 2). Level 1 consists of only touchline information, that is, it displays best-bid and best-ask prices. Level 2 consist of level 1 data and market depth data, that is, up to 5 best-bid and 5 best-ask prices. Real-time data feed is provided over the Internet or through a dedicated leased circuit. The subscriber has to bear the cost of the connectivity.

Delayed data feed: The delayed data feed consists of the last traded price of the commodity traded on the exchange. This feed is provided with time lags of 1 minute, 2 minutes, 5 minutes, 10 minutes, and 20 minutes from the data feed server of the exchange. The feed includes all commodity contracts traded on the exchange along with the polled spot prices.

End-of-day data (Bhav copy): This data is generated at the end of each trading day and contains the end-of-day Bhav copy information, including the day's contract-wise open, high, low and closing prices along with volumes, value and open interest of that commodity.

Historical data feed: Historical data consists of the order book and the trade book data of the futures contract traded on the exchange. The subscriber has the option to either purchase trade or order book data or purchase both order and trade data together. The exchange provides historical tick-by-tick data for select commodities and contracts. Historical data is provided on request, but not for periods of less than a year.

Technology Trust Factors

ISO 27001:2013

Information security Management Standard

Technology Trust Factors

ISO 9001:2015

Quality Management System

Technology Trust Factors

ISO 14001:2015

Environmental Management System

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