Deutsche Börse’s Market Data & Analytics segment has launched the new data products “EnBSol Historical Data Eurex” and “EnBSol Historical Data Xetra”.
These products deliver historical order book information from the Eurex and Xetra trading platforms to market participants. Un-netted market data serves as an input to develop algorithms and verify and optimize existing strategies.
The historical data comprises complete order book information up to an order book depth of 20 in the original format of the Enhanced Broadcast Solution (EnBSol) of the respective trading platform. The Enhanced Broadcast Solution is a high-performance, market information broadcast interface available to trading members. Thus, the integration of the historical data into their own models is particularly easy for participants of both trading platforms.
“The EnBSol Historical Data products are tailored to the needs of algorithmic traders. Comprehensive market data of the highest quality is a key input needed for the development and optimization of automated trading strategies”, said Georg Gross, Head of Front Office Data & Analytics at Deutsche Börse.
All trades and quotes are marked with original time stamps in milliseconds.
Complete order book situations can be efficiently generated with the un-netted EnBSol Historical Data. The historical data is available for the period starting 1 January 2010 and can be subscribed to on a monthly or calendar year basis. The data is delivered on hard disk.
Additional information is available at www.deutsche-boerse.com/mda_e.
