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 MTS Time Series provides a new high frequency data source for
practitioners and academics conducting in-depth research in time
series and market microstructure of fixed income markets and instruments.
The MTS database contains daily cash and repo information and
high frequency trade and quote data, for a large number of European
sovereign bond markets and coverage of the database is bound to
increase along with the planned expansion of MTS into new markets.
Dating from April 2003 to the current day, the database includes
sovereign trade data from the following issuers:
Austria, Bank of England, Belgium, Czech Republic,
Denmark, Finland, France,
Germany, Greece, Hungary, Ireland, Italy, Lithuania,
Poland, Portugal, Slovakia, Spain, Sweden and The
Netherlands. Some quasi-government bonds are also
included.
 Subscribe: for
regular data updates or a one-off purchase of
the time frame that meets your needs.
Download:
the MTS Time Series Flyer
For an overview of the data please click
the navigation bar on the left to view the page of your choice.
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