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Eurex Real-time Analytics Order book analytics for the most liquid Eurex futures

Key product characteristics

  • Eurex Real-time Analytics are provided within Deutsche Börse’s information products Eurex and Eurex ultra
  • They provide key analytics for the most liquid Eurex futures (for a list please refer to the product sheet)
  • The information is derived from Eurex order book data and trade time series
  • On-exchange trades and orders/quotes that are visible in the order book are included in the calculation
  • Analytics are updated in different time intervals (real-time, per second and every 60 seconds)
  • Order and trade information is anonymised and aggregated

Related products and services

Eurex

Eurex ultra