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.
Market Data + Services
Frankfurt: Nicole Oestreich
Tel.: +49- (0) 69-211-196 16
London: Paula O'Donnell
Tel.: +44-(0)20- 78 62-72 23
Chicago: Craig Dalrymple
Please contact us, if you need technical specifications or templates to the read the test files.