Risk Alerts
Signaling extraordinary price and order book behaviour of the most liquid Eurex futures
Key Information Product characteristics
Premium Information Product
The Information Product Risk Alerts informs market participants in Real-time about exceptional price and order book behaviour of the most important Eurex futures
Initially the following Eurex futures will be covered: DAX Futures (FDAX), EURO STOXX 50 Index Futures (FESX) and Euro-Bund Futures (FGBL)
Alerts are provided for three measures: price range of traded prices, bid-ask spread and order book resilience 20
The Information is disseminated via Deutsche Börse’s data feeds CEF Core and CEF ultra+ Eurex, via the Eurex MIC (multi-interface-channel) and the 10 GB Eurex Information connection
For more Information, please refer to the product sheet in the download section
Share this page