Eurex Analytics supports traders and other market participants by providing insights into liquidity, market sentiment and investor activity.
Clients can choose data sets from a broad range of analytics available from Deutsche Börse's Data Shop or access Deutsche Börse's A7 Analytics platform for conducting detailed analyses on the basis of the complete range of Eurex order book data.
Currently, the following analytics are available:
- Eurex Flow Insights: Offers analysis of order flow aggregated by market participant group (agent, market maker, proprietary trader) and delivered t+1 in CSV-format via API or Web GUI, with historical data dating back to 2002.
- Eurex Open Interest Insights: Enhance Eurex Flows by capturing all adjustments up to 1pm CET t+1, aggregated by market participant group (agent, market maker, proprietary trader) and delivered t+2 in CSV-format via API or Web GUI, with historical data dating back to 2002.
- Eurex Cleared Flow Insights: Provides next-day (T+1) long and short position analysis for Eurex-listed Futures and Options, incorporating post-trade adjustments to help better understand investor risk appetites and identify emerging market trends. The product can be obtained in different variants: Eurex Cleared Flow Insights Fixed Income, Eurex Cleared Flow Equity + Index and the combined Eurex Cleared Flow package.
- High Precision Time Stamps: Captured as soon as orders arrive at the outer boundary of the Exchange network, providing information on the flow of orders.
A7 Analytics Platform
The A7 Analytics Platform provides a unique blend of high-quality data from Eurex, Xetra, EEX, and the CME Group, all within an intuitive framework. It offers on-demand access to advanced analytics, utilizing the most granular market data available on both an intraday and t+1 basis.
- A7 Analytics Platform: Provides intraday or t+1 Eurex Enhanced Order Book data with nanosecond granularity, full depth of book, historical data back to 2019, and an algorithm engine to backtest strategies in the cloud.
- Eurex Latency Histogram: A new interface within the A7 Analytics platform that allows customers to view pre-computed reaction latency histograms for Eurex without the hassle of downloading and analyzing large High Precision Timestamp (HPT) files.