The Eurex® Top Level Order Book provides you with detailed order book data for the analysis of
trading activity on the Eurex® derivatives market. The data includes all of the best data on buy
and sell offers (level 1) on the particular trading day. The prices generated at the relevant time
of the transactions carried out and the equities traded are also provided.
Your benefits
Low-cost introduction to analysis and ex-post comparison of the Eurex® order book
Extensive and reliable database for developing and reviewing trading strategies, in particular for algo trading
Top data quality directly from the source
Available history
The Eurex® Top Level Order Book data is available dating from 1 April 2008.
Name
File Size
File
Sample file Eurex® Top Level Order Book
10,088 kB
File description
15 kB
Product sheet Eurex® Top Level Order Book
27 kB
For further information on how to purchase data from the 'Eurex Top Level Order Book' family of
information products, please contact for Europe Deutsche Börse, Customer Service,
Tel.: +49-69-211-1 18 00, e-mail:
, and for
the U.S.
Craig Dalrymple, Tel.: +1-312-544-1095, e-mail:
.
You can order and download Historical Tick 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:
.
