Service Navigation

DSCP flag statistics

26 Jun 2020

DSCP flag statistics

Eurex has produced statistics about how many EOBI market data packets would have the DSCP flag set in production, especially for options market data. Please refer to Eurex circular 034/2020. The data files are all semicolon separated files like shown below.
 
FACT_DATE;HOUR;MINUTE;PRODUCT_BUSINESS_ID;RPD_INSTRUMENT_ID;CATEGORY;COUNTER
2020-03-31;5;30;OESX;2481938;S;1
2020-03-31;5;30;OESX;2481966;S;1
2020-03-31;5;30;OESX;4486706;S;1
2020-03-31;5;36;OESX;27619;S;1
[…]
 
Most columns are self-explanatory. The column COUNTER is the number of packets per instrument and minute where the DSCP flag would have indicated an improved bid/ask spread. Note, that for option products, only orders (not quotes) are taken into account for this calculation. The column CATEGORY is either “S” for simple or “C” for complex instruments. The data files were produced using the production EOBI market data of from January to March 2020.
 
Index options:

 
Single stock options:

 

Market Status

XEUR

-

-

Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.