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EnBS Historical Data Xetra

Successful strategies require the best market data

Reliable and detailed market data of the highest quality is a key input needed when developing and back-testing successful algorithmic trading strategies.

EnBS Historical Data Xetra offers comprehensive historical order book and trade information as well as relevant analytics:

  • Original and complete copy order book information (up to order book depth 20) from the Xetra Enhanced Broadcast Solution data feed (EnBS) including quotes, trades and reference data
  • Xetra based analytics to optimize trading strategies (since November 2013)
  • Format: FIX FAST
  • All trades and quotes marked with original time stamps in microseconds (until 26 November 2012 in milliseconds)
  • Complete order book situations can be efficiently generated without having to process the entire data history
  • The historical data is available for the time period starting 1 January 2010

 

The data is made available on hard disk. The product packages can be subscribed to on a monthly or calendar year basis.


Contact:

Market Data + Services

Frankfurt: Nicole Oestreich
Tel.: +49- (0) 69-211-196 16
nicole.oestreich@deutsche-boerse.com

London: Paula O'Donnell
Tel.: +44-(0)20- 78 62-72 23
paula.odonnell@deutsche-boerse.com

Chicago: Craig Dalrymple
Tel.: +1-312-544-1095
craig.dalrymple@deutsche-boerse.com

 

Sample files

Please contact us, if you need technical specifications or templates to the read the test files.

EnBS Xetra® – sample files for download
TitleTypeSize

EnBS Xetra® Real Time Analytics sample files
Enhanced Broadcast Solution recording from 13/01/2014, 9.00 a. m.–9.02 a. m.

gz2.7 MB

EnBS Xetra® sample files
Enhanced Broadcast Solution recording from 13/01/2014, 9.00 a. m.–9.02 a. m.

gz8.6 MB
Attachments
Title Type Size
Order Form EnBS Historical Data Xetrapdf22 KB
Product sheet: EnBS historical data Xetrapdf159 KB
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