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Source: Deutsche Borse
Deutsche Börse’s Market Data + Services department is launching a new data offering, ‘Eurex Open Interest Insights’, providing customers with unique insights into market positioning and dynamics, as well as allowing an in-depth view into the distribution of exposure in futures and options.
Eurex® Open Interest Insights captures proprietary data from behind the exchanges network, providing unique insights into market sentiment. It gives a daily analysis of the positions of market participants such as agents, market makers and proprietary traders. The offering is also supplemented with ‘Open Interest’ measures, enabling users to gauge trading participants’ risk appetites and convictions.
The data is available via API or Web GUI in a daily t+2 subscription file for the most active Fixed Income and Equity + Index products traded on Eurex®. The product also offers a deep 20 years of history, with an expanded coverage of the entire Eurex universe (with exception of Single Stock Futures and FX). The product is designed for market participants across the buy-side and sell-side with particular benefit to traders, researchers and analysts.
Alireza Dorfard, Head of Market Data + Services, says: “We see an increased interest from our clients for actionable market data insights. To cater for this development, we are continuously expanding our analytics portfolio. Eurex Open Interest Insights is the latest addition to our solutions in this sphere.”
Deutsche Börse’s growing analytics portfolio enables clients to gain deep insights into the market and optimise their trading strategies based on proprietary trading data from Eurex, Xetra, 360T and Clearstream. In addition to the above, the company has recently launched ‘HHI Insights’ for Eurex and Xetra markets to measure market concentration, as well as the online analytics platform A7 Analytics, which provides market participants with nanosecond-precise order book data, reconstructed in an easy-to-use cloud platform to run algos and pull down results via API.
Financial Services