The new feed, which will go live in June, will make the entire Xetra order book visible with unlimited order book depth. The feed has been designed to meet the needs of Deutsche Börse’s algorithmic trading clients who require the highest data throughput possible at the lowest latency. Xetra Order by Order contains the most granular market data for all trading instruments, officials say.
The feed includes un-netted order-by-order public market data, and full order book depth for all instruments,
While at Sibos Toronto, James shares some interviews covering topics on blockchain, fintechs and cybersecurity.Subscribe to Weekly Wrap emails