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EnBS Historical Data Xetra Essential data for successful trading strategies

Key product characteristics

  • EnBS Historical Data Xetra offers comprehensive historical order book and trade information as well as relevant analytics
  • Complete order book situations can be efficiently generated without having to process the entire data history
  • The data product provides the price level aggregated order book information up to order book depth 20 from the Xetra Enhanced Broadcast Solution (EnBS) including quotes, trades and reference data
  • Data is provided for all traded instruments for one month
  • The information also includes analytics based on the Xetra order book
  • Format: FIX FAST
  • All trades and quotes are marked with original time stamps in microseconds (until 26 November 2012 in milliseconds)
  • The historical data is available for the time period starting 1 January 2010