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Deutsche Borse Launches Data Products for Algo Trading

The historical data products from Eurex and Xetra are tailored to the needs of algorithmic traders.

Deutsche Borse’s Market Data & Analytics segment has launched two new data products—EnBSol Historical Data Eurex and EnBSol Historical Data Xetra— for use as inputs in developing algorithmic trading strategies.

These products deliver historical order gook information from the Eurex and Xetra trading platforms to market participants, according to the exchange operator. Un-netted market data services 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. This makes the integration of the historical data into their own models easy for participants of both trading platforms, Deutsche Borse contends in the release.

"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", states 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 un-netted EnBSol Historical Data. The historical data is available for the period starting January 1,2010 and can be subscribed to on a monthly or calendar year basis. The data is delivered on hard disk.

Ivy is Editor-at-Large for Advanced Trading and Wall Street & Technology. Ivy is responsible for writing in-depth feature articles, daily blogs and news articles with a focus on automated trading in the capital markets. As an industry expert, Ivy has reported on a myriad ... View Full Bio

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