SIX 1BBO
SIX 1BBO
SIX 1BBO
SIX 1BBO provides a real time, consolidated One Best Bid and Offer (1BBO) for eligible equities across SIX Swiss Exchange (SSX), Spanish Stock Exchange (BME) and Aquis. The feed continuously publishes updates as top-of-book prices and sizes change, enabling a view of European equity prices (Europe, UK and Switzerland) and best-execution checks.
The 1BBO is consolidated around the ISIN. Each instrument produces two independent dimensions, distinguished by an eventType: Trade & Quote. They are published as separate rows on the same instrument
The Trade dimension is the post-trade, cumulative picture of the instrument’s session. It is emitted on every executed trade— a consumer receiving a single trade row has the full state of the day
The Quote dimension is the pre-trade, top-of-book view: the best bid and the best offer currently available anywhere in the SIX for that instrument. A quote row is emitted whenever the consolidated best bid or offer changes. It tracks the tightest spread available across the participating venues without having to compare venue-by-venue themselves.
Start building with this dataset
Get API access in minutes.
Use Cases
Top-of-book quote and spread analysis, end-of-day OHLC price files, official close / previous-close referencing, last-sale and turnover monitoring, mark-to-market and valuation inputs, intraday monitoring and reference pricing for European Market + CH + UK.
Highlights
SIX 1BBO turns the fragmented feeds of the SIX Group venues into a single, coherent product:
- One instrument, one view. Consolidated around the ISIN; clients never reconcile venues.
- Two clear dimensions. A Trade dimension carrying accumulated volume, last price, previous close and OHLC; and a Quote dimension carrying the best bid and offer across the group.
- Complete snapshots, not fragments. Every published row carries the full session picture for its instrument.
- Real-time and historical from one pipeline. Streaming delivery and queryable history are produced by the same publish, with at-least-once guarantees and recovery of intraday state across failures.
1BBO is available both as a live stream and as history, with no separate integration:
- Real-time streaming — subscribers receive each trade and quote row as it is published.
- Historical timeseries via REST — every published row is persisted as it arrives, so the intraday history and prior sessions are queryable immediately, with no separate end-of-day load step. Limit to 1 day current trading session.
- File-based delivery direct from the Web API — the same REST call accepts a parameter and returns the result set as a CSV file download ( format=CSV query text/csv , sent as a file attachment) instead of JSON.
Provider
Methods
https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBOhttps://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/isin/eventType <e.g. quote or trade>/?token=<Your Token>https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/ISIN/?token=<Your Token>https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/CH0012221716?from=2026-07-01&to=2026-07-03&format=csv&token=<your token>- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/CH0038863350
- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/CH0038863350/trade
- https://api.marketsignal.six-group.com/v1/data/CORE/SIX_1BBO/CH0038863350?from=2026-07-01&to=2026-07-03&format=csv
Time Series Query Parameters
You can use any time series query parameters with this dataset.
View the full documentation →
Response Attributes
| Key | Type | Description |
|---|---|---|
isin* key | string | ISO 6166 International Securities Identification Number of the instrument. |
eventType* subkey | string | Type of market event the record represents. (trade or quote) |
timestampExecution* date | string | Execution timestamp of the record (ISO 8601). |
| currency | string, null | Trading currency of the instrument (ISO 4217). |
| symbol | string, null | Exchange trading symbol of the instrument. |
| companyName | string, null | Full company name |
| figi | string, null | Bloomberg FIGI (Financial Instrument Global Identifier) of the instrument. |
| primaryExchange | string, null | Primary listing exchange of the instrument. |
| askPrice | number, null | Best ask (offer) price. |
| askSize | number, null | Size available at the best ask. |
| bidPrice | number, null | Best bid price. |
| bidSize | number, null | Size available at the best bid. |
| openPrice | number, null | Official open price of on-book trade which took place during the opening auction of the day or the first trade of the day for Aquis instruments. |
| highPrice | number, null | Price is the highest on-book trade price of the day across all SIX Group venues. |
| lowPrice | number, null | Price is the lowest on-book trade price of the day across all SIX Group venues. |
| closePrice | number, null | Price is the last official on-book trade; it is set at the end of the day and may be from a past day. |
| lastSalePrice | number, null | Price of the most recent trade (last sale). |
| lastSaleSize | number, null | Size of the most recent trade (last sale). |
| sixVolume | number, null | Accumulated volume for this instrument so far today - total shares traded across all SIX Group venues. |
| lastTradeTurnover | number, null | Turnover (price x size) of the most recent trade. |
| officialPreviousClose | number, null | Official closing price of the previous trading day. |
| officialPreviousCloseDateTime | string, null | Timestamp of the official previous-day close. |
| officialClosePrice | number, null | Official closing price for the trading day. |
| officialCloseDateTime | string, null | Timestamp of the official close. |
| tradingState | string, null | Trading state/status of the instrument at the time of the record. |
* required
Notes
Each row is uniquely identified by the combination of instrument ( isin ) + dimension ( eventType ) + execution timestamp, which gives consumers a natural primary key: idempotent upserts, no duplicates on replay.
Every row is a flat, fully-populated record: all fields are always present, and any field with no value is explicitly null rather than omitted. Consumers can therefore treat the schema as fixed and do not need defensive handling for missing keys.