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02 October 2017 | Data services

Accept no limits - Order by Order market data High-speed access to the entire order book

Successful trading strategies rely on fast access to high-quality data. This is why Deutsche Börse offers highly granular Order by Order market data. First launched in 2014 with Eurex Order by Order, the product line has been continuously expanded with Xetra Order by Order in June 2017 and recently with Irish Stock Exchange in October 2017.

Order by Order does not only give you access to the entire visible order book, but provides also instantaneous updates to any changes in the order book. Offering an exceptionally high degree of detail with the lowest possible latency, Order by Order is especially useful for institutional investors and for market participants using algorithm-based trading strategies.

All Order by Order data products allow you to see the individual orders and their time-price priorities within the order book. Each product includes un-netted order-by-order market data with information on the side (bid/ ask), price, time stamp and quantity of each visible quote and order.

Order by Order market data is gathered using Deutsche Börse’s state-of-the art trading architecture T7 and distributed via high-speed CEF Ultra+ multi-cast data feeds.

> Xetra Order by Order

> Eurex Order by Order