Historical Data

Detailed market data of the highest quality is a key input needed when analyzing, developing and back-testing trading strategies. Deutsche Börse offers various historical data products for instruments traded on Eurex.

Eurex® EnBS Historical Data

• copy of complete order book information (up to order book depth 20) from the Eurex® Enhanced Broadcast Solution data feed including quotes, trades and reference data
• Format: FIX 5.0 FAST 1.1
• All trades and quotes are marked with original time stamps in milliseconds

more

Eurex® Top Level Order Book

• The data includes best buy and best sell offers (level 1) for a particular trading day
• Ideally suited as a low cost introduction to historical data

more

Eurex® Tick Data

The data contain the prices, volumes and times of all the business transactions of a day for each option series and/or for each futures contract.

more

Eurex® Daily Aggregated Market Data

The data contain the opening price, the day's high and low, the daily settlement prices, as well as the traded volume and the open interest for each option series and/or for each futures contract.

more

Theoretical Price Data for Eurex® Products

This file contains all necessary data to compute option prices, using the Cox-Ross-Rubinstein model.

more