Deutsche Börse is expanding its Eurex Exchange analytics service with data for liquidity data.
The Eurex IOC Liquidity Indicator for Option service will provide a more in-depth look at the exchange’s most widely traded options.
Georg Gross, head of information, market data and services at Deutsche Börse, said: “Eurex IOC Liquidity Indicator is our first analytics product for options contracts. Because the new indicator is based on order information that is not publicly available, it gives market participants a deeper view of liquidity for Eurex Exchange’s most popular options.”
The new service applies to more than 70 of the most popular options contracts available on Eurex Exchange, including those on Euro-Bobl, Euro-Bund and Euro-Schatz Futures, and DAX, EURO STOXX 50, EURO STOXX Banks Index, KOSPI 200, SMI, and VSTOXX.
It can also provide aggregated volume of deleted immediate-or-cancel (IOC) orders 10 milliseconds from the timestamp of a trade triggered by an IOC order. The data includes includes volume indication and trade-related information such as price, quantity, execution ID and triggers.
.jpg)