eSpeed Market Data

Nasdaq acquired eSpeed, a fully executable central limit order book for electronic U.S. Treasuries trading, in 2013. eSpeed is one of the leading electronic trading platforms for cash U.S. Treasury securities including:

  • T-Bills
  • T-Notes
  • T-Bonds
  • U.S. Treasury Floating Rate Notes (FRNs)

eSpeed market data is offered in real-time, intraday, end-of-day, historical and indicative formats through the following market data products:

eSpeed Direct

Real-time data is delivered directly to clients' networks, using a point-to-point circuit or Internet connection for custom data distribution and is accessed through a simple API.

It provides global market coverage throughout Asian, European and U.S. trading sessions. Comprehensive information includes best bid/best offer, size and yield; VWAP, and aggregated Volume with complete limit order book and active market stack composition for U.S. Treasury Benchmarks and Floating Rate Notes (FRNs).

eSpeed Tick History

The Tick and Trade Data series offers depth of price information from executed trades as well as executable-for-trade quote activity representation, available as both daily file services and historical archives through FTP dissemination.

eSpeed Snapshot

End-of-day pricing for U.S. Treasuries at 1P.M. through 5 P.M. EST of all On-the-Run Bills, Notes, Bonds, When Issued, available through FTP dissemination.

eSpeed View

Active, real-time data for U.S. Treasuries with fully customizable views, permitting users to display selected content or screens of interest. With Open, High, Low, Close and Net Change data, as well as the composition of active Best Bid and Offer orders in its entirety (Active Market Stack).

eSpeed Eye

Continuous real-time indicative pricing for U.S Treasury instruments, providing a two-sided market (Bid/Offer Price and Yield) for all quoted instruments.

Data is available through, eSpeed Direct, eSpeed View and eSpeed RTD.

eSpeed RTD (formerly AutoSpeed 2.0)

Direct access to eSpeed's liquid, real-time, raw market data imported into a Microsoft Excel plug-in application, seamlessly and rapidly. With eSpeed Real-Time Download, live data users can spot trends and relationships that can be analyzed, sorted, filtered, summarized, and charted.

Contact Information

Request More Information

Complete this form to receive information on eSpeed Data Products or to start a free data trial!