Deutsche Börse Adds Options Liquidity Indicator to Eurex Analytics

georg-gross-deutsche-borse

Subscribers will receive the aggregated volume of deleted Immediate-or-Cancel (IOC) orders in a 10-millisecond time period starting from the timestamp of a trade triggered by an IOC order for more than 70 of the most popular options contracts traded on Eurex, as well as volume indication and trade-related information, such as price, quantity, execution ID and the aggressive side that triggered the trades.

"Because the new indicator is based on order information that is not publicly available, it

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@waterstechnology.com or view our subscription options here: http://subscriptions.waterstechnology.com/subscribe

You are currently unable to copy this content. Please contact info@waterstechnology.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Waterstechnology? View our subscription options

Waters Wrap: The tough climb for startups

Anthony speaks with two seasoned technologists to better understand why startups have such a tough time getting banks and asset managers to sign on the dotted line.

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here