The Tradetech Daily

Deutsche Börse

Deutsche Börse

Email: mds.frontoffice@deutsche-boerse.comTel: +49 (0)69 211 13440

Deutsche Börse’s data products provide information on all instruments listed on its own trading venues, such as the largest German stock market and pan-European electronic trading platform Xetra and derivatives exchange Eurex, as well as those of cooperating partners. Deutsche Börse has three types of data feeds: CEF Core which includes all market data sets, CEF ultra+, which is its ultra low-latency data feed providing the full chain of Eurex and Xetra market data up to an order book depth of 20 and coming soon CEF ultra+ Eurex Order by Order, which will provide the entire visible order book for Eurex benchmark futures products. 


Each Market data product incurs a fee for access,
including access to real-time data. Pricing criteria are: a refresh mode,
information depth, type of usage, and unit of count. Different license fees
apply for retail and wholesale customers.



Deutsche Börse provides a broad array of market
data products and data feeds, which are all available separately.



Deutsche Börse’s information products include
several analytics such as Exchange Liquidity Measure, put/call ratio, dividend
yield, sliding VWAP and time weighted average spread.



Channels of connectivity are leased lines, VPN,
proximity hosting, and iAccess. Some historical data products are delivered via
‘web-shop’ or hard disk. In addition, the data is available via approximately
450 vendors worldwide. Deutsche Börse aims to make the integration of data as
simple as possible for clients. It provides detailed documentation (e.g.
interface specifications) and personal technical support.

Future plans

In coming months, Deutsche Börse will provide
additional analytics for Xetra as well as the new Eurex Order by Order
information product, which will offer the entire visible order book for Eurex
benchmark futures products.