Deutsche Börse offers new information product for full transparency of leading Eurex benchmark futures

Frankfurt - 27 March 2014

Deutsche Börse Market Data + Services has launched Eurex Order by Order, a new information product that makes available the entire Eurex order book for benchmark futures for the first time. Eurex Exchange, owned by Deutsche Börse, is a leading international derivatives marketplace that offers more than 1,900 products across a growing range of asset classes. Overall trading volume in 2013 totaled 1.6 billion contracts.

“Eurex Order by Order provides customers the most granular trade and order data possible for Eurex’s benchmark contracts. This complete transparency benefits institutional investors who rely on enhanced market information to execute trades,” said Georg Gross, Head of Content, Front Office Data + Services, Deutsche Börse.

Data is available for 150 instruments across the equity index, interest rate, agriculture, property and volatility derivatives segments. Examples include futures on EURO STOXX 50, DAX, SMI indices, the Euro-Bund, Euro-Bobl and Euro-BTP futures as well as IPD UK Property and VSTOXX Mini futures.

Eurex Order by Order includes side, price, timestamp and displayed quantity of each visible order and quote; trade price and traded quantity for each executed on-exchange trade; trading status of each product and corresponding series; intraday changes for complex instruments and manually entered trades and trade reverses by Market Supervision.

Eurex Order by Order is disseminated via the multicast data feed CEF ultra+ Eurex Order by Order and via vendors. 

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