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.

The data provided includes complete Eurex Historical Order Book Data for the calendar years 2005, 2006 and 2007. 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:

Name	File Size	File
Presentation Eurex Order Book History	71 kB
Order form	84 kB
Sample data file	5,591 kB
Historical Data (Webshop DBAG)

For further information on how to purchase historical data, please contact for Europe
Denis Bäse, Tel.: +49-69-211-1 94 84, e-mail: , and for the U.S. Rachna Mathur, Tel.: +1-212-918-48 28, e-mail: .