Eurex, MTS Delve Into Historical Data


Deutsche Börse currently provides historical best bid and offer data for its Eurex derivatives market, and is now working on expanding the amount of full order book historical data available, to provide more data for clients to back-test algorithmic trading strategies. Eurex already provides historical order book data for 2009 to date, and is planning to make full-depth historical data available in the second half of this year covering 2008 and part of 2007, officials say.

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