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Analytics data

This data can be used to analyse liquidity and market trends. Time periods can be customized. Instruments/products can be selected. More information about the analytics products can be found at the bottom of this page.

More information

The following data is available:

Eurex Real-time Analytics (RTA) provide order book and trade analytics for the most liquid Eurex futures, they include the number and quantity of arrived orders and VWAP of buy-triggered trades

 

Eurex IOC Liquidity Indicator for Options provides the aggregated volume of deleted IOC orders within a defined time period starting from the timestamp of a trade triggered by an IOC order for over 70 Eurex options products

 

Risk Alerts provide information about exceptional price and order book behaviour of DAX, EURO STOXX 50 and Euro-Bund futures

 

Intraday Volatility Forecast provides 10 second, 1 minute and 10 minute volatility forecasts for DAX, EURO STOXX 50 and Euro-Bund futures

 

For more information about our analytics products, please go to the description of our real-time analytics products on our Market Data + Services website.

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