Navigation and Service

Content

Eurex File Service Theoretical price data for Eurex products

Key product characteristics

  • Statistics and theoretical price data for Eurex products serve as important input for risk based margining and price calculation
  • In order to subscribe to the data, a Eurex File Service Agreement must be signed (see download)
  • The data is available for download in the MD+S interactive Datacenter
  • The product suite comprises three products: Eurex Market Statistics Offline, Eurex Theoretical Price Data, and Eurex Theoretical Price Data and RDF Reference Data
  • File descriptions and sample files can be downloaded on the Eurex File Service website.

Eurex Market Statistics Offline (product ID 2016)

  • Eurex Market Statistics Offline contains opening quotation, daily high, daily low, settlement price, daily trading volume and open interest for all current tradable series
  • Information on open interest in the file relates to the previous business day
  • The file is published on the next trading day and is available for the last 20 days

Eurex Theoretical Price Data (product ID 2017)

These files cover below listed instrument categories and contain all information necessary to compute option prices and risk based margining.

  • Eurex Products - End of Day (decommissioned on 18 November 2019)
  • Eurex Products - Intraday (decommissioned on 18 November 2019)
  • Flexible Options and Futures - End of Day (decommissioned on 18 November 2019)
  • Flexible Options and Futures - Intraday (decommissioned on 18 November 2019)
  • Eurex Products (as far as contained in the Prisma Transparency Enabler Data)
  • Eurex Flexible Options and Futures (as far as contained in the Prisma Transparency Enabler Data)
  • Bonds
  • Bond Coupon Parameters
  • Equities
  • Unconditional Subscription Rights
  • Prisma Transparency Enabler Data

Eurex Theoretical Price Data and RDF Reference Data (product ID 2018)

This product includes all information contained in product ID 2017 plus RDF Reference Data.

  • Eurex Products - End of Day (decommissioned on 18 November 2019)
  • Eurex Products - Intraday (decommissioned on 18 November 2019)
  • Flexible Options and Futures - End of Day (decommissioned on 18 November 2019)
  • Flexible Options and Futures - Intraday (decommissioned on 18 November 2019)
  • Eurex Products (as far as contained in the Prisma Transparency Enabler Data)
  • Eurex Flexible Options and Futures (as far as contained in the Prisma Transparency Enabler Data)
  • Bonds
  • Bond Coupon Parameters
  • Equities
  • Unconditional Subscription Rights
  • Prisma Transparency Enabler Data
  • RDF Reference Data

Related products and services

Data Shop Historical Data

Eurex Core