Key Information Product characteristics
- The product is available in two versions: Core (netted Information) and Ultra (un-netted Information)
- Both Information Products provide level 1 and level 2 Information from TAIFEX
- The products contain Information for all derivatives tradeable on TAIFEX including TAIEX futures and options
- Level 1 provides the best bid and ask price along with the respective order volumes and corresponding reference data
- Level 2 contains all Information provided in level 1 but includes the five best bid and ask prices and the respective volumes
- Deutsche Börse is the licensor of TAIFEX Information Products to international Customers
- The Information Product is disseminated via direct data feeds from TAIFEX and indirectly through > Information Suppliers (vendors)
TAIFEX Derivatives Market
- Core Information Product
- Provides netted pre-trade and post-trade Information (i.e. bids, offers and traded prices are disseminated 8 times per second)
- Price aggregated order book data up to order book depth 5
TAIFEX Derivatives Market Ultra
- Ultra Information Product
- Provides un-netted pre-trade and post-trade Information (i.e. bids, offers and traded prices are disseminated as they occur)
- Price aggregated order book data up to order book depth 5
TAIFEX
Taiwan Futures Exchange (TAIFEX) was established in 1997. Today, more than 300 products are listed and traded. They cover a wide range of categories, including stock index futures and options, single stock futures, equity options, gold futures and options, and currency futures.
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