Deutsche Börse Market Data & Analytics has launched a new data feed with expanded functions for market data of the pan-European trading system, Xetra.
Deutsche Börse claims that the multicast data feed CEF ultra+Xetra provides the unnetted data series of Xetra pre and post-trade information with an order book depth of up to 20, in real time. So far, the Xetra trading data have been offered with a maximum market depth of 10.
Georg Gross, Head of Front Office Data & Analytics at Deutsche Börse, said: “Faster and more detailed trading data are a clear competitive edge for participants in financial markets. Granular and extremely fast relevant data are crucial for successful trading, especially in the automatic trading. New standards are being set with the CEF ultra+Xetra data feed.”
Frankfurt-based Deutsche Börse Market Data & Analytics collects, refines and disseminates independent capital market-relevant data and information. The product range includes price data, trading statistics, analyses, master data and approximately 3,000 indices, which document what is happening on the international financial markets and make it transparent.
