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.
https://twitter.com/DeutscheBoerse/status/1113725340428525568
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