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Market data stream files

We provide complete historical order book and trade data for Eurex and Xetra. Time periods can be selected by the customer. 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 EnBS/EMDI provides complete order book information up to order book depth 15 from the Eurex Enhanced Broadcast Solution (EnBS) since 2010 and since 3 December 2012 from the Eurex Enhanced Market Data Interface (EMDI) including trades and reference data.

Eurex T7 EMDI R5.0:

 

Eurex T7 EMDI R6.0:

 

Eurex EOBI provides the entire trade data and order book information showing every visible order and quote for the most liquid Eurex benchmark future products and selected option products. It delivers information on each individual order and quote side, along with executions and state information in an un-netted manner. The data is obtained from Eurex Enhanced Order Book Interface (EOBI).

Eurex T7 EOBI R5.0:

 

Eurex T7 EOBI R6.0:

 

Eurex RDI provides reference data for Eurex Enhanced Market Data Interface (EMDI) and Eurex Enhanced Order Book Interface (EOBI).

Eurex T7 RDI R5.0

 

Eurex T7 RDI R6.0

 

Xetra EnBS provides complete order book information up to order book depth 10 from the Xetra Enhanced Broadcast Solution (EnBS) since 2010 including trades and reference data.

Xetra EnBS R17.0:

 

Xetra EMDI provides complete order book information up to order book depth 10 since 19 June 2017 from the Xetra Enhanced Market Data Interface (EMDI) including trades and reference data.

Xetra T7 EMDI R5.0:

 

Xetra T7 EMDI R6.0:

 

Xetra EOBI provides the entire trade data and order book information showing every visible order and quote for all instrument. It delivers information on each individual order and quote side, along with executions and state information in an un-netted manner. The data is obtained from Xetra Enhanced Order Book Interface (EOBI).

Xetra T7 EOBI R5.0:

 

Xetra T7 EOBI R6.0:

 

Xetra RDI provides reference data for Xetra Enhanced Market Data Interface (EMDI), Xetra Enhanced Order Book Interface (EOBI), and Xetra DUB Enhanced Order Book Interface (EOBI).

Xetra T7 RDI R5.0

 

Xetra T7 RDI R6.0

 

Xetra Dublin EMDI provides the original complete of order book information up to order book depth 10 coming from Irish Stock Exchange Dublin since 8 January 2018. The data is obtained from the Xetra Enhanced Market Data Interface (EMDI) including trades and reference data.

Xetra T7 DUB EMDI R6.0:

 

Xetra Dublin EOBI provides the entire trade data and order book information showing every visible order and quote for all instrument since 2 October 2017 coming from Irish Stock Exchange Dublin. It delivers information on each individual order and quote side, along with executions and state information in an un-netted manner. The data is obtained from Xetra Enhanced Order Book Interface (EOBI).

Xetra T7 DUB EOBI R5.0:

 

Xetra T7 DUB EOBI R6.0:

 

Parser for EMDI and EOBI are provided by Deutsche Börse.

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