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Deutsche Borse Offers Historical Data For Trading Members

Deutsche Borse market data and analytics segment has launched new data products Enhanced Broadcast Solution (EnBSol) Historical Data Eurex and EnBSol Historical Data Xetra.

Deutsche Borse claimed that the new products deliver historical order book information from the Eurex and Xetra trading platforms to market participants. Unnetted market data serves as an input to develop algorithms and verify and optimize existing strategies.

The historical data comprises complete order book information up to an order book depth of 20 in the original format of the EnBSol of the respective trading platform. The EnBSol is a market information broadcast interface available to trading members. Thus, the integration of the historical data into their own models is easy for participants of both trading platforms.

All trades and quotes are marked with original time stamps in milliseconds. Complete order book situations can be generated with the unnetted EnBSol Historical Data. The historical data is available for the period starting January 1, 2010 and can be subscribed to on a monthly or calendar year basis.

Georg Gross, head of front office data and analytics at Deutsche Borse, said: “The EnBSol Historical Data products are tailored to the needs of algorithmic traders. Comprehensive market data of the highest quality is a key input needed for the development and optimization of automated trading strategies.”