Historical Order Book Data

In their search for new strategies in an increasingly competitive environment, market participants are becoming more and more dependent on quality market data. Extensive amounts of data are becoming important in helping firms understand market behavior and back test their strategies. Eurex now offers tools to help participants meet these data needs.

Eurex Historical Order Book Data is now available for all Eurex products. Data in this offering is available for the full order book and is time stamped with an accuracy of ten milliseconds. This reliable data is provided in a standard format, which is easy to upload into proprietary models.

Currently, complete data is available only for the 2007* calendar year (with the exception of FEU3 data). Data for 2008 will be produced in a second step. Customers can purchase current data on a monthly basis from January 2008 onwards.

Eurex Historical Order Book Data is offered in pre-defined packages.

Participants have the option to:

• receive data for selected products (as per set packages available)
• opt for either Historical Order Book Data only, current order book data only or a combination of both (discounts apply)

Further information regarding Eurex Historical Order Book Data is available here:

For further information on how to purchase data from the 'Eurex Historical Order Book' family of information products, please contact for Europe Karen Lenz, Tel.: +49-69-211-1 48 39,
e-mail: , and for the U.S. Craig Dalrymple, Tel.: +1-312-544-1095,
e-mail: .

You can order and download Historical Order Book Data and aggregated daily statistics directly from
Deutsche Börse AG's (Market Data & Analytics) webshop (datashop.deutsche-boerse.com).
For further questions please contact Customer Service, Tel.: +49-69-211-118 00,
e-mail: .