Deutsche Börse Group announced today that it has launched a brand new market data product named Eurex Order by Order Futures + Options.
The launch aims to make available the entire visible Eurex order book for both futures and options. So far, this depth of market data has only been available for futures.
Eurex Order by Order Futures + Options provides customers with a full trading picture by making information on all individual orders immediately available. This is important input, particularly for clients using computerised processes,“ said Hartmut Graf, Head of Data Services, Deutsche Börse.
Eurex Order by Order Futures + Options includes side, price, timestamp and displayed quantity of each visible order and quote, trade price and traded quantity for each executed on-exchange trade. The product also includes trading status of each product and corresponding series.
Deutsche Börse’s Eurex has recently selected the provider of indexes MSCI Inc. (NYSE:MSCI) to supply the indexes for a new range of dividend futures contracts and started offering swap trades for US-based end clients.