markedsdata

Markedsdata is a term used in Danish and Norwegian for market data, information about financial, commodity, and other markets. In English, the equivalent is market data. It includes real-time and historical information such as prices, trades, quotes, volumes, and derived metrics like indices and volatility. Markedsdata originates from exchanges, trading venues, and data vendors and is distributed to banks, asset managers, exchanges, and researchers through data feeds, APIs, and downloadable files.

Typical content and formats include prices (bid/ask and last), volumes, timestamps, and instrument metadata; data may be real-time tick data or end-of-day summaries. Data quality issues to consider include latency, gaps, inaccuracies, and duplication. Licensing terms and regulatory requirements govern use and redistribution; in the European Union, MiFID II increases transparency for market data and can affect pricing and access.

Sources and providers encompass exchanges (stock and derivatives), over-the-counter markets, and professional data vendors. Markedsdata is stored in time-series databases and distributed via feeds and downloadable files. Common formats include CSV, JSON, and FIX for streaming feeds. Uses span trading decisions, risk management, backtesting, research, and benchmark comparisons.

Challenges associated with markedsdata include cost, fragmentation across venues, standardization, latency, and governance over licensing and redistribution rights. See also market data, data feeds, and market microstructure for related topics.