Deutsche Boerse Market Data & Analytics

Deutsche Boerse Market Data & Analytics

Access to most of Deutsche Boerse's data products, including Spot Market Germany and derivatives data from Eurex, is free of charge in delayed mode. Some information products, such as Scoach and Xetra International Market data, are also free of charge in real-time mode.
Commercial data products provide information on all instruments listed on the firm's trading venues, including German stock market and pan-European electronic trading platform Xetra, Eurex and cooperation partners - which include the Irish Stock Exchange, the Bulgarian Stock Exchange, European Energy Exchange, and International Index Company.
Full order book depth is available for Xetra data products and up to 20 levels is available for Eurex products.
The firm also provides data for indices calculated by Deutsche Boerse and STOXX. Other products include algo news feed AlphaFlash and news services from the Market News International subsidiary.
Data feeds include CEF Core, which includes all market data sets, CEF ultra+, the exchange's ultra lowlatency data feed providing the full chain of Eurex and Xetra market data, and AlphaFlash.

Fee structure

Prices for data are split into
connectivity costs, licence
fees for the distribution of
data and non-display
information usage and realtime
data access fees for
access. Pricing criteria for
real-time dissemination are
refresh period, information
depth, type of usage, refresh
mode and unit of count.
Clients wishing to
redistribute data must sign a
contractual agreement with
the exchange.

Customisability/analytics

Deutsche Boerse provides
analytics tools such as
exchange liquidity measure,
put/call ratio, dividend yield,
sliding VWAP and time
weighted average spread. Best
execution analytics are
provided as static data. All
products and data feeds are available separately and can
be subject to selection
criteria. For example,
AlphaFlash data can be split
into geographic regions.

Delivery channels

Data can be delivered via
leased lines, virtual private
networks, proximity hosting
or iAccess. Some historical
data products can be
delivered on hard disk or via
FTP. Co-location options are
available for AlphaFlash. Data
is also available via 400
vendors worldwide.

Integration

The exchange provides
detailed documentation e.g.
interface specifications, as
well as personal technical
support.

Future plans

The exchange plans to
expand data products for
algo traders as well as
increasing geographic
coverage. Deutsche Boerse also
continually aims to minimise
the latency of its products.