Deutsche Börse Improves Eurex Price Dissemination

Deutsche Brse says it has enhanced the range of services offered by its CEF real time data feed. From 1 November it has increased the detail in which Eurex trading data is disseminated via CEF. "This is the first time

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Deutsche Brse says it has enhanced the range of services offered by its CEF real-time data feed.

From 1 November it has increased the detail in which Eurex trading data is disseminated via CEF. “This is the first time that the complete price chronology is available in real-time for a Eurex trading day,” says a spokesman. “With this expanded offering, Deutsche Brse is addressing customers who require a complete Eurex price chronology for their electronically-supported trading decisions. The enhanced Eurex trading data provides a more detailed basis for analysis and forecasting.”

From 29 November, Deutsche Brse is also releasing a new version of the CEF software. With CEF Release 2.5, the company is again adding to its price dissemination system, with the aim of improving the quality of the data as well as the stability and performance of CEF.

The new release also allows the user to display the number of orders per price level in Xetra market depth. In addition, Deutsche Brse has increased the data capacity of its real-time data feed with the new release. At peak times, a volume of up to 15 million data records are distributed via CEF each day.

The high-performance CEF data feed bundles trading data, such as prices, indexes and volumes of 25 sources from Deutsche Brse Group and its cooperation partners, to craft information products which are disseminated in real-time to information providers and financial institutions. The system availability rate is greater than 99.98 percent.

With the introduction of CEF Frankfurt and CEF Chicago in 2003, Deutsche Brse became the first stock exchange in the world to implement a price dissemination system that is operated in two different locations and two different time zones.

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