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. From The Markets

    BMLL Adds OPRA Options Data

    OPRA consolidates and distributes options data from all U.S. equity options exchanges.

  2. Buy Side Responds to Esma on Clearing Swaps

    This will be part of an 2025 ESMA report on costs and performance of EU retail investment products.

  3. Pyth network aims to make market data cheaper and more accessible on blockchain.

  4. The strategic data partnership will result in increased transparency and efficiency for fixed income.

  5. ClearFi consolidates and aggregates both on-and off-chain information and content.