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Eurex IOC Liquidity Indicator for Options Insights into the liquidity of the most important Eurex options

Key product characteristics

  • Premium information product
  • The Eurex IOC Liquidity Indicator for Options provides insight into the liquidity of more than 70 Eurex options products
  • The indicator provides the aggregated volume of deleted IOC orders within a 10 millisecond time period starting from the timestamp of the last trade
  • The indicator provides the aggregated volume of deleted IOC orders within a 10 millisecond time period starting from the timestamp of a trade triggered by an IOC order
  • Data provided includes the volume indication and trade-related information such as price, quantity, execution ID and aggressive side that triggered the trade
  • The information is delivered via (a) the Eurex MIC (multi-interface-channel), (b) the 10 GB Eurex market data connection as well as (c) Deutsche Börse’s CEF data feeds

Historical data available online

You can download historical data from our Data Shop > www.datashop.deutsche-boerse.com and also access free sample data.

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