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New High Precision Timestamp file service for Eurex

Release date: 09 Jul 2018 | Eurex Exchange

No. 053/2018 New High Precision Timestamp file service for Eurex

Deutsche Börse Group has recently introduced the new High Precision Timestamp daily file service that allows latency-sensitive market partici­pants to isolate the latency introduced by the network and optimise and backtest their investment strategies.

The new timestamp is captured at the outer bounds of the Exchange network and provides more information on the flow of an order in the T7® architecture. The timestamp is available for all aggressive orders sent via Co-Location 2.0 Service. Sample data files are available in the Member Section on www.eurexchange.com under “Technical Connection > Downloads > Analysis Tools”.

The new timestamp file covers all products/instruments which are currently in the Enhanced Order Book Interface (EOBI)‘s scope and is available daily on the next business day. For more information, please contact us at mds.analytics@deutsche-boerse.com.