Euronext Adds Derivatives Depth to EMDS
The move will result in a 10-fold increase in client bandwidth requirements, officials say
The exchange has not yet specified a date to add the Level 2 data to EMDS, but André Went, managing director of information services at Euronext, says that he expects the additional data to be made available shortly. The EMDS feed currently only offers access to the best bid and offer prices for options listed on Euronext's derivatives markets, with a depth of 10 top best bids and offers for futures
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