Data

Historical data

Historical data is essential for financial analysis as it allows for a detailed view of previous market behaviors, enabling analysts to identify trends, make informed forecasts and create effective investment strategies.

High-quality historical market data is crucial for analyzing, developing and back-testing trading strategies. You can order Eurex historical data and analytics via Deutsche Börse's Data Shop.

Market data stream files

  • EOBI Enhanced Orderbook Interface File: Provides comprehensive trade data and order book information, showing every visible order and quote for all Eurex products. It delivers detailed information on each individual order and quote, alongside with executions and information in an un-netted manner. The data is sourced from the Eurex Enhanced Order Book Interface (EOBI).
  • EMDI Enhanced Market Data Interface: Offers complete order book information up to order book depth 15 from the Eurex Enhanced Market Data Interface (EMDI) including trades and reference data.

Reference data

  • RDF Reference Data File: Compressed Reference Data Files (RDF) in FIXML-format. The initial reference data file generated at the start of the day includes the "reference data snapshots" from the previous day. During trading, multiple incremental files are created as complex instruments are added. 
  • RDI Reference Data Interface: Provides end-of-day reference data for the Eurex Enhanced Market Data Interface (EMDI) and the Eurex Enhanced Order book Interface (EOBI).

Eurex market statistics and theoretical price data

  • Eurex Market Statistics Offline: Contains opening quotations, daily highs, daily lows, settlement prices, daily trading volumes, and open interest for all current tradable series. The open interest information relates to the previous business day and is published on the next trading day. 
  • Eurex Theoretical Price Data: Covers the instrument categories listed below and includes all necessary information necessary for the calculation of option prices and risk-based margining, as well as RDF Reference Data. The data package includes information from both the previous and the current business day.
    • Eurex Products (as included in the Prisma Transparency Enabler Data)
    • Eurex Flexible Options and Futures (as included in the Prisma Transparency Enabler Data)
    • Bonds
    • Bond Coupon Parameters
    • Equities
    • Unconditional Subscription Rights
    • Prisma Transparency Enabler Data

Analytics

Order book and trade analytics offer valuable insights into market liquidity and trends. Our analytics are derived from comprehensive order book and trade data, assist market participants improving their trading strategies and risk management. For details, please visit Analytics data.
 

Deutsche Börse's Data Shop

The Deutsche Börse Data Shop offers you direct access to a variety of analytics as well as to historical market data from the Deutsche Börse’s trading venues Eurex, Xetra, 360T and Clearstream.

Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.