Historical data

Detailed market data of the highest quality is a key input needed when analyzing, developing and back-testing trading strategies. You can order Eurex historical data and analytics via Deutsche Börse's data shop as well as conduct detailed analysis using Eurex order book data through the platform A7 Analytics.
 

Analytics

  • Analytics: 
    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.
  • Eurex Flow Insights
    is the net traded flow (buy minus sell volume) aggregated daily and broken down into market participant groups (agent, market maker and proprietary traders). Available for both Eurex Equity + Index and Eurex Fixed Income packages. The flow analysis offers valuable insights into market sentiment.
  • High Precision Timestamps (HPT)
    are captured as soon as orders arrive at the outer boundary of the Exchange network and provide information on the flow of the orders and can be used to evaluate and optimise investment strategies, in particular for latency sensitive market participants.
  • HHI Insights
    The Herfindahl-Hirschman-Index (HHI) is a commonly accepted measure of market concentration. Using Eurex proprietary data, HHI Insights provides unique insights into market concentration and relative demand inbalances.
  • A7 Analytics Platform:
    direct access to nanosecond precise order by order market data from Eurex in either t+1 or intraday packages, without the heavy lifting of needing to reconstruct the order book yourself. Access to tailored metrics based on full depth of order books, with a ready to use algo engine and API framework to pull down instant results. Used to maximise trading efficiencies, improving alpha generation and developing and backtesting algorithms. 
  • Eurex IOC Liquidity Indicator for Options:
    provides insight into the liquidity of more than 70 Eurex options products. The proprietary indicator is based on order information not publicly available and supports algorithmic traders, banks, hedge funds and other market participants in determining liquidity and estimating the fair value of option contracts.

Historical data available

Tick data

  • Eurex Trades
  • Eurex Open/High/Low/Close

Market data stream files

  • Eurex EMDI provides complete trade data and price level aggregated order book information up to order book depth 15 from the Eurex Enhanced Market Data Interface (EMDI)
  • Eurex EOBI provides complete trade data and order book information showing every visible order and quote for the most liquid Eurex Futures


Deutsche Börse's Data Shop

The Data Shop lets you pick and choose time periods and Eurex products. It also offers sample data and product descriptions.
Historical data

A7 Analytics platform

The A7 Analytics online platform offers the unique combination of co-location quality Eurex, Xetra and EEX data within an easy-to-use framework. It gives ad hoc access to advanced analytics based on most granular market data on intraday and t+1 basis.
Find out more

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.

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.