Home page High Precision Timestamps

High Precision Timestamps

A new data services product for Eurex and Xetra

The High Precision Timestamp (HPT) file service allows latency sensitive market participants to accurately calculate the time delta to winning orders. The ETICaptTime timestamp is captured as soon as an aggressive order arrives at the outer boundary of the Exchange's network and provides more information on the flow of an aggressor order in the T7 architecture. It acts as a measure to evaluate and optimise participants’ investment strategies and can be used in algorithm backtesting. HPT is available for all aggressive orders sent via Co-location 2.0 Service.

 

High Precision Timestamps Daily File Service

Subscription Details

The High Precision Timestamp daily file service is available daily on the next day for both Eurex and Xetra markets. The data is provided in CSV format. To subscribe to the daily file service please Contact us.

More information

The High Precision Timestamp daily file service provides complementary information to the Enhanced Order Book Interface (EOBI) and the Enhanced Market Data Interface (EMDI). It covers all products/instruments traded on Eurex and Xetra:

 

The High Precision Timestamp daily file is made available to download on the next day for clients who have subscribed to the file service.

 

Contact us for more information.

 

High Precision Timestamps Historical Data

We also provide historical data for the High Precision Timestamp for both Eurex and Xetra. The historical data is available in CSV format. More information can be found at the bottom of this page.

More information

The High Precision Timestamp historical file service provides complementary information to the Enhanced Order Book Interface (EOBI) and the Enhanced Market Data Interface (EMDI). It covers all products/instruments traded on Eurex and Xetra:

  • Xetra: All instruments
  • Eurex: An EOBI file for most liquid futures (ca. 190) and OKS2 (Daily future on Kospi 200 options) and an EMDI file for instruments where EOBI data is not available

 

Historical files are available to download in CSV format via the Deutsche Börse Data Shop. Historical daily files are available per market (Xetra, Eurex).

 

Contact us for more information on HPT historical data.

Loading...

To give you the best online experience, we and selected partners use cookies on our site. If you continue using our website, we will assume you are happy to receive all cookies on the DataShop website. To find out more information about cookies and how they're used on this website, visit our privacy policy.