Market Data Access for non Members

Eurex does provide through its distribution partner Deutsche Börse AG Market Data & Analytics various Market Data products.

Real-Time Data*

CEF® Core

Real-time market data of Deutsche Börse and its cooperation partners (e.g. Xetra®, Eurex®, Eurex Bonds®, Dow Jones STOXX®, the U.S. Futures Exchange and the Irish Stock Exchange), through tandardized Information Products that can be used for internal as well as external data dissemination.

CEF® ultra+

High-speed real-time data feed offering the entire chain of Eurex® pre-trade and trade information, offering up to order book depth 10 for options and up to 20 for futures.

CEF alpha®

Feeds real-time market data from Eurex®, Xetra®, Deutsche Börse and Dow Jones STOXX® Indices directly into automated trading applications. You can select up to 100 single instruments to tailor the data stream exactly to your individual trading strategies.

CEF® DataSelect

Offers the advantage of data selection for up to 3,000 instruments from the complete data portfolio of Market Data & Analytics. Compared to CEF® alpha, data procurement via CEF® DataSelect is not limited to feeding automated trading applications. Possibility to disseminate the market data

Historical Data

Eurex Daily Aggregated Market Data

Opening, high, and low prices, daily settlement prices, traded volume, open interest for options series and futures contracts. Annual product from 1996.

Eurex Tick Data

Price, volume, time, total volume for every options series and every futures contract. Data available from January 1997 on a daily basis. Files before 2002 with limited quantity of data.

Eurex Liquidity Measure

The Eurex® Top Liquids are determined by means of the Eurex® Liquidity Measure. The XLM is presented in basis points (100 basis point = 1 percent) in relation to the Market Impact costs of a certain order volume for the round trip (opening and closing a position in one point of time). Data available from 01 July 2005 onwards on a daily basis.

*Data can be accessed directly from the DBAG via CEF or through a Service Provider.