New Eurex Feed Solves Peaks, Latency

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German derivatives exchange Eurex will begin distributing its data via a new feed, dubbed CEF Ultra, on Dec. 18. The upgrade allows for greatly increased message capacity in response to the data requirements of automated trading applications.

The current Eurex market data feed is capable of distributing peak volumes of 3,000 messages per second (mps). The new feed can comfortably distribute between 20,000 and 30,000 mps, and has been tested to peaks of between 100,000 and 250,000 mps.

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