Home page Market data stream files

Market data stream files

We provide complete historical order book and trade data for Eurex and Xetra. Time periods can be customized. Data is provided in binary format. A parser, which we will provide, is required to read the data. More product information can be found at the bottom of this page.

More information

The following data is available:

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 T7 EMDI R4.0:

 

Eurex T7 EMDI R5.0:

 

Xetra EMDI provides complete trade data and price level aggregated order book information up to order book depth 10 from the Xetra Enhanced Market Data Interface (EMDI)

Xetra T7 EMDI R5.0:

 

Eurex EOBI provides complete trade data and order book information showing every visible order and quote for the most liquid Eurex futures

Eurex T7 EOBI R5.0:

 

Xetra EOBI provides complete trade data and order book information showing every visible order and quote for all instrument

Xetra T7 EOBI R5.0:

 

Eurex RDI provides Eurex reference data in stream format

Eurex T7 RDI R4.0

 

Eurex T7 RDI R5.0

 

Xetra RDI provides Xetra reference data in stream format

Xetra T7 RDI R5.0

 

Xetra EnBS provides complete trade data and price level aggregated order book information up to order book depth 10 from the Xetra Enhanced Broadcast Solution (EnBS)

 

Parser for EMDI and EOBI are provided by Deutsche Börse

Loading...