Eurex Market Data InterfaceThe Eurex Market Data Interface is a new, lower granularity and lower bandwidth interface that provides a more economical feed to those members that do not require the complete data offering of the Enhanced Broadcast Solution. The netted market data interface will utilize the FIX Adapted Streaming protocol (FAST) and have low bandwidth requirements. The market data content provided will be the same as the market data content via VALUES API, i.e. order book depth of 10 for some futures and "top of book" for all other futures and all options products. Cross and Quote Request entries are included in the new interface. |
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