Eurex Exchange#

Eurex Exchange is a German derivatives exchange which primarily offers trading in European based derivatives. The products traded on this exchange vary from German and Swiss debt instruments to European stocks and various stock indexes

  • Country: Germany [DE]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Europe/Berlin

  • Start Date: 20091109 - Futures, 20190809 - Options

  • Real Time Available: Yes

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

EUREX - Coverage#

Security Type

# of Symbols

% of Total

Future

23552

3.36%

Futures Spread

5732

0.82%

Option

663584

94.71%

Option Spread

7725

1.1%

Unknown

46

0.01%

Total

700639

100%

Consists of 5 Databases



EUREX#

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

  • QTE - Best bid / offer quotes

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

  • TRD - Trades




EUREX_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




EUREX_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




EUREX_L2#

Database includes the following Tables:

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




EUREX_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