Deutsche Börse Launches New Products with Historical Data for Eurex and Xetra

Unnetted market data for the optimization of algorithmic trading strategies

Deutsche Börse’s Market Data & Analytics segment has launched the new data products “EnBSol Historical Data Eurex” and “EnBSol Historical Data Xetra”. These products deliver historical order book information from the Eurex and Xetra trading platforms to market participants. Unnetted market data serves as an input to develop algorithms and verify and optimize existing strategies.

The historical data comprises complete order book information up to an order book depth of 20 in the original format of the Enhanced Broadcast Solution (EnBSol) of the respective trading platform. The Enhanced Broadcast Solution is a high-performance, market information broadcast interface available to trading members. Thus, the integration of the historical data into their own models is particularly easy for participants of both trading platforms.

“The EnBSol Historical Data products are tailored to the needs of algorithmic traders. Comprehensive market data of the highest quality is a key input needed for the development and optimization of automated trading strategies”, said Georg Gross, Head of Front Office Data & Analytics at Deutsche Börse.

All trades and quotes are marked with original time stamps in milliseconds. Complete order book situations can be efficiently generated with the unnetted EnBSol Historical Data. The historical data is available for the period starting 1 January 2010 and can be subscribed to on a monthly or calendar year basis. The data is delivered on hard disk.

Additional information is available at deutsche-boerse.com/mda_e.

About Market Data & Analytics
Deutsche Börse Market Data & Analytics collects, refines and disseminates independent capital market relevant data and information. The product range includes price data, trading statistics, analyses, master data, financial news and over 3,000 indices which document market movements and bring transparency to international financial markets. With the acquisition of Market News International (MNI) in January 2009, Market Data & Analytics extended its services with trading relevant macroeconomic real-time news. Since November 2009, the US financial news agency Need to Know News, a pioneer in the delivery of machine readable news for algorithmic trading, has been part of Deutsche Börse Group.

Eurex® and Xetra® are registered trademarks of Deutsche Börse AG.