Xetra Exchange#

Xetra is an electronic trading system operated by Deutsche Boerse for trading equities and other securities.

  • Country: Germany [DE]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Berlin

  • Start Date: 20120102

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

XETRA - Coverage#

Security Type

# of Symbols

% of Total

ETC

205

4.0%

ETF

3106

60.66%

ETN

387

7.56%

Equity

1419

27.71%

Right

1

0.02%

Unknown

2

0.04%

Total

5120

100%

Consists of 4 Databases



XETRA#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • IND - Indicative pricing, e.g. indicative auction prices and imbalance

  • MKT - Market phase / instrument status information

  • PRL - Market depth data, aggregated by price point (MBP)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




XETRA_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • LAT_1M - 1-minute Latency bars for real time delivered data

  • MKT - Market phase / instrument status information

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




XETRA_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type




XETRA_LATEST#

Database includes the following Tables:

  • SNAP - Latest Trade & Quote / NBBO Prices for all Instruments in the venue

  • SNAP_QTE - Latest Quotes for all Instruments in the venue

  • SNAP_TRD - Latest Trade Prices for all Traded Instruments in the venue