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

Key product characteristics

  • High Precision Timestamps (HPT) are calculated for both Eurex and Xetra
  • Two products available: HPT Executions File Service and HPT All File Service
  • HPT are captured as soon as 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 and Eurex futures
  • Sample files are available on request

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