Navigation and Service

Content

High Precision Timestamps Essential input to calculate accurate time lags for Eurex and Xetra

Key product characteristics

  • High Precision Timestamps (HPT) are available for both Eurex and Xetra
  • HPT are captured as soon as aggressor orders arrive at the outer boundary of the Exchange network and provide information on the flow of the orders
  • HPT can be used to evaluate and optimise investment strategies, in particular they allow latency sensitive market participants to accurately calculate the time delta to winning orders
  • HPT files are available daily on the next day in CSV format per market
  • Instruments covered: Xetra all instruments, Eurex all instruments
  • Sample files are available on request

Related products and services

Eurex IOC Liquidity Indicator for Options

Eurex Order by Order