Logo

Eurex Top Level Order Book

The best data for your trading strategies

mda_actonfacts__282x180.jpg

The Eurex® Top Level Order Book provides you with detailed order book data for the analysis of trading activity on the Eurex derivatives market. The data includes all of the best data on buy and sell offers (level 1) on the particular trading day. The prices generated at the relevant time of the transactions carried out and the equities traded are also provided.

Your benefits

  • Low-cost introduction to analysis and ex-post comparison of the Eurex order book
  • Extensive and reliable database for developing and reviewing trading strategies, in particular for algo trading
  • Top data quality directly from the source

Available history

The Eurex Top Level Order Book data is available dating from 1 April 2008.

Product Packages

All Eurex derivatives
Eurex Interest rate derivatives
Eurex Interest rate futures
Eurex Interest rate options on futures
Eurex Equity based derivatives (equity index derivatives, equity derivatives (equity options and SSFs), ETF derivatives)
Eurex Equity index and ETF derivatives
Eurex Highly liquid equity index derivatives (FDAX®, ODAX, FESX, OESX, FSTX, OSTX, FSMI)
FDAX - DAX®-Futures (WebShop Historical Data)
FESX - Dow Jones EURO STOXX 50® Index Futures (WebShop Historical Data)
FSTX - Dow Jones STOXX 50 Index Futures (WebShop Historical Data)
OSTX - Dow Jones STOXX 50 Index Options (WebShop Historical Data)
FSMI - SMI®-Futures (WebShop Historical Data)
Eurex Equity options and Single Stock Futures
Eurex all US traded derivatives
Highly liquid Eurex US traded products (all fixed-income derivatives, DAX Futures and Dow Jones EURO STOXX 50 Index Futures)

 

Contact

Customer Service
Tel.: +49-(0) 69-2 11-1 18 00
E-Mail: customer.service@deutsche-boerse.com

TitelArtGröße
Download sample file Eurex® Top Level Order Bookzip10 MB
File descriptionpdf185 KB
Attachments
Title Type Size
Order Form incl. Price List Eurex® Top Level Order Bookpdf29 KB
Product sheet Eurex® Top Level Order Bookpdf26 KB
Print