Logo

Home Market Data & Analytics Historical Data Eurex Historical Order Book

Eurex Historical Order Book

Successful Strategies demand the Best Market Data – Sample files available

Comprehensive, reliable and detailed market data of the highest quality is key when developing new trading strategies for automated trading algorithms.

With the validated Eurex® Historical Order Book, a new product has been created especially for back testing purposes.

Benefits

  • Full depth historical intraday data for Eurex® products, direct from the source
  • Additional analytics
  • Data is time stamped with an accuracy of ten milliseconds
  • Data is provided in a standard format that is easy to upload into proprietary models

 

Sample Files
Click on the link 'Download sample files Eurex® Historical Order Book', please register and the download of the files will be processed. Please note that you should read the User Guide before using the files. It’s available in the download area too.

Sample Files for Download
Title Type Size

Download sample files Eurex® Historical Order Book

zip

4 MB

Short description of the content of the sample files

txt

1 KB

Eurex® Historical Order Book Rebuild Specification - User Guide

pdf

185 KB

Attachments
Title Type Size
Order Form incl. Price List Eurex® Historical Order Bookpdf23 KB
Product Sheet: Eurex Historical Order Bookpdf63 KB
Print