Data

Analytics data

Eurex Analytics support traders and other market participants with information about liquidity, market sentiment and investor activity. Currently, the following analytics are available:

  • Eurex Flow Insights provides a daily analysis of order flow aggregated by market participant group (agent, market maker, proprietary trader) and delivered t+1 in csv format via API or Web GUI with history back to 2002.
  • Eurex Open Interest Insights is an enhancement to Eurex Flows and captures all the adjustments up to 1pm CET t+1, aggregated in the same way by market participant group (agent, market maker, proprietary trader) and delivered t+2 in csv format via API or Web GUI with history back to 2002.
  • The Eurex IOC Liquidity Indicator for Options provides insight into the liquidity of more than 70 Eurex options
  • Eurex Real-time Analytics provide order book analytics for the most liquid Eurex futures
  • High Precision Time Stamps are captured as soon as orders arrive at the outer boundary of the Exchange network and provide information on the flow of the orders
  • Risk Alerts deliver real-time information about exceptional price and order book behaviour of the most important Eurex futures
  • A7 Analytics Platform provides intraday or t+1 Eurex Enhanced Order Book data, in nanosecond granularity, full depth of book with historical data back to 2019 and an algo engine to backtest strategies in the cloud. For more details visit: https://a7.deutsche-boerse.com/
  • Eurex Latency Histogram is a new interface within the A7 Analytics platform that allows customers to view pre-computed reaction latency histograms for Eurex without the hassle of downloading and analyzing tens of gigabytes of High Precision Timestamp (HPT) files


Analytics improve decision making

Order book and trade analytics provide valuable insight regarding market liquidity and trends. Our analytics are derived from full order book and trade data and help market participants to enhance their trading and risk management.

Discover the new A7 interface - Latency Histogram

The Quantitative Analytics department at Deutsche Börse has recently added a more accessible HPT (High Precision Timestamps) interface to the Eurex data. More details can be found in Stefan Schlamp’s, Head of the QA team’s blog.

Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.