GERMANY: New Market Data Feed to Provide Insight into Entire Xetra Order Book

Thursday March 23 2017

Effective June 2017, Deutsche Börse will be offering the new market data feed CEF ultra+ Xetra Order by Order.

The new feed will provide insight into the entire visible Xetra order book with unlimited order book depth.. The information product ‘Xetra Order by Order’ contains the most granular market data for all trading instruments.

CEF ultra+Xetra Order by Order includes, among other things; un-netted order by order public market data, full order book depth for all instruments, information on the sell-side and buy-side, such as price, timestamp and displayed quantity of each visible quote and order, trade prices and traded quantity for each executed on-exchange trade, product and instrument state information as well as quote and cross requests.

Click on the link above for further details.