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Deutsche Börse Market Data + Services today announced the introduction of real-time analytics for the most liquid futures contracts traded on Eurex. “Eurex Real-time Analytics” provides market participants with in-depth trade and order information based on the full Eurex order book for the first time.
“Market participants require more sophisticated information in order to make better trading and risk management decisions. Eurex Real-time Analytics provides investors and analysts with greater insight to help them evaluate market activity and trends,” said Georg Gross, Head of Information, Market Data + Services, Deutsche Börse.
The information currently comprises more than 25 order- and trade-related analytics that are calculated for Eurex’s leading futures contracts, including DAX and EURO STOXX 50 Index Futures, VSTOXX Futures and benchmark interest rate derivatives.
Examples of order-related analytics are the quantity of arrived orders over the last 30 seconds at instrument level.
Examples of trade-related analytics include volume weighted average price (VWAP) of buy and sell-triggered trades and order flow analytics including volatility of arrived buy/sell order quantities over the previous 300 seconds.
Analytics are calculated and disseminated at different time intervals ranging from real-time to every 60 seconds. All order and trade information is aggregated and anonymized.
Eurex Real-time Analytics will be included in the existing information products Eurex and Eurex ultra. More information can be found at www.deutsche-boerse.com/mds.
About Deutsche Börse – Market Data + Services
Deutsche Börse is one of the world’s leading data and technology service providers for the securities industry with a product and service offering for issuers, investors, intermediaries and data vendors. The Group covers the entire value chain from trading, through clearing, to settlement and securities custody. Deutsche Börse Market Data + Services encompasses the Group’s extensive market data offering and external technology and connectivity services. The product and service range includes real-time and historical data from the Group's trading venues Eurex and Xetra as well as from cooperation partners. It also includes exclusive trading signals independent of its platforms such as economic indicators or macroeconomic news, reference data for 500,000 securities, approximately 10,500 indices including the STOXX and DAX index families, superior capital market infrastructure, and reliable connectivity services.
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