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Deutsche Boerse launches Xetra data feed

First Published 23rd March 2017

New market data feed to provide insight into entire Xetra order book. From June 2017, Deutsche Börse will offer the new market data feed CEF ultra+ Xetra Order by Order.

Hartmut Graf, Deutsche Börse

Hartmut Graf, Deutsche Börse

The new feed will provide insight into the entire visible Xetra order book with unlimited order book depth.

"We developed CEF ultra+ Xetra Order by Order for our Algo Trading Community whose strategies and computer-aided processes are based on speed and the completeness of information. The granular data is particularly beneficial for buy- and sell-side customers, whose algorithms monitor trading processes. By processing highly detailed information on individual orders, these algorithms support trading decisions," said Hartmut Graf, Head of Data Services at Deutsche Börse.

The migration of Xetra to T7 trading technology in June 2017 has been key to making the new offering possible.

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- 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.

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