Deutsche Börse Market Data + Services, part of the parent company of Eurex, has added real-time analytics for the most liquid futures contracts traded on Eurex.
The solution, Eurex Real-time Analytics, provides market participants with trade and order information based on the full Eurex order book, with the information currently comprising over 25 order- and trade-related analytics. The analytics cover futures such as DAX and EURO STOXX 50 Index Futures, VSTOXX Futures and benchmark interest rate derivatives.
Order-related analytics, for example, include the quantity of arrived orders over the last 30 seconds at instrument level. Trade-related analytics, for example, include volume weighted average price (VWAP) of buy- and sell-triggered trades and order flow analytics including volatility of arrived buy/sell order quantities over the previous 300 seconds.
Analytics are calculated and disseminated at different time intervals ranging from real-time to every minute, and all order and trade information is aggregated and anonymized.
“Market participants require more sophisticated information in order to make better trading and risk management decisions. Eurex Real-time Analytics provides investors and analysts with greater insight to help them evaluate market activity and trends,” says Georg Gross, head of Information, Market Data + Services, Deutsche Börse.
The analytics package is included in the existing information products Eurex and Eurex ultra.
Deutsche Börse Launches Analytics Tool for Eurex
Deutsche Börse Market Data + Services, part of the parent company of Eurex, has added real-time analytics for the most liquid futures contracts traded on Eurex.
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