EEX EOBI Enhanced Orderbook Interface File
distributed by Deutsche Börse Group
“In order to support your quantitative trade execution the best way possible, EEX provides you with Level 3 unnormalised market data.”Julien Demoustier, Head of Data Sales and Customer Care
Our Service for you
The EEX EOBI Enhanced Orderbook Interface File provides full trade data and order book information, including every visible order and quote for all EEX T7 traded products. It delivers information on each individual order and quote side, along with executions and state information in an un-netted manner. The data is obtained from the Frankfurt Floor Enhanced Order Book Interface (EOBI).
What is available?
Level 3 Data on all T7 traded contracts delivered, unnormalised, on the next day. The Packet Capture files (PCAP) contain 1-to-1 recordings of the primary EOBI real-time market data feed. The recordings are validated and consolidated versus the secondary feed.
What are your advantages?
We provide access to the gold standard of the most granular market data available for EEX derivatives in raw format. The order-by-order resolution provides the highest level of transparency, including full orderbook depth on a tick-by-tick basis and e.g. allowing the analysis of queue positions at any given price level. All timestamps are in nanosecond precision. The offering includes the full set of corresponding reference information, which are recordings of the RDI feed.
Who is it for?
This information is ideal for all market participants with the need for maximum visibility into the market such as market makers, quantitative hedge funds, and high frequency traders. The information depth ideally supports Artificial Intelligence- and Machine Learning- backed methodologies leading to quantitative execution, trading, hedging and investment strategies. This historic data offering can serve any back-testing purpose and is a well-suited basis for quantitative research. The raw nature of the data makes it an optimal foundation for the technical development of your real-time infrastructure and software.