04.05.2019

New Eurex Market Data Feed For Options

04.05.2019

Deutsche Börse Group has launched the new market data product Eurex Order by Order Futures + Options. This data product makes available the entire visible Eurex order book for both futures and options for the first time.

Previously, this depth of market data was available for futures only. Eurex, owned by Deutsche Börse, is a leading international derivatives marketplace that offers about 2,200 products across a comprehensive range of asset classes.

“Eurex Order by Order Futures + Options provides customers with a full trading picture by making information on all individual orders immediately available. This is important input, particularly for clients using computerised processes,“ said Hartmut Graf, Head of Data Services, Deutsche Börse.

Eurex Order by Order Futures + Options includes side, price, timestamp and displayed quantity of each visible order and quote, trade price and traded quantity for each executed on-exchange trade, as well as trading status of each product and corresponding series.

Eurex Order by Order Futures + Options is disseminated via the high-speed multicast data feed CEF Ultra+ Eurex Order by Order Futures + Options and via vendors.

Source: Deutsche Börse

Related articles

  1. Summer Trading Network 2016
    Daily Email Feature

    Trends in Trading

    Insights from two recent industry conferences provide a snapshot of the state of innovation on the trading des...

  2. Initial focus will be on data management and analytics product development and delivery.

  3. New product addresses the specific needs of quantitative analysis and backtesting.

  4. SIP Speeding Up

    Firms says latency from Nasdaq in Carteret, NJ to TMX is less than 1.940 ms one-way.

  5. The GRSS acquisition strengthens the Euronext index franchise.