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Version 24.02.2016 Order Form Eurex ® Order by Order Historical Data Deutsche Börse AG Market Data + Services Information - Sales 60485 Frankfurt/Main Germany Phone: +49 (0) 69 211- 1 18 00 Fax: +49 (0) 69 211- 1 86 68 E-mail: [email protected] Sender (invoicing address) Company name Street Postal code / city Country Contact person E-mail Phone and fax VAT No. (EU only) Please provide the delivery address if it differs from the invoicing address above. Name Address Phone E-mail

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Page 1: Order Form Eurex Order by Order Historical Data · Eurex Order by Order Historical Data is available on a monthly basis starting end of November 2013. The ... Pcap file format is

Version 24.02.2016

Order Form

Eurex® Order by Order Historical Data

Deutsche Börse AG

Market Data + Services

Information - Sales

60485 Frankfurt/Main

Germany

Phone: +49 (0) 69 211- 1 18 00

Fax: +49 (0) 69 211- 1 86 68

E-mail: [email protected]

Sender (invoicing address)

Company name

Street

Postal code / city

Country

Contact person

E-mail

Phone and fax

VAT No. (EU only)

Please provide the delivery address if it differs from the invoicing address above.

Name

Address

Phone

E-mail

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Order Form Eurex Order by Order Historical Data 2

A. Data Description

1. Data Content

Eurex Order by Order Historical Data is available on a monthly basis starting end of November 2013. The

data is derived from the Eurex Enhanced Order Book Interface (EOBI).

EOBI provides the entire visible order book for a selected group of Eurex benchmark futures products, by

publishing information on each individual order and quote side, along with executions and state information in

an un-netted manner.

In order to decode/parse the data, the corresponding EOBI interface documentation of the respective Eurex

Release is needed. To decode/parse the data, two different parsers are needed: one for reference data (RDI)

and another parser for EOBI market data.

For the past trading platform releases different interface documentation and xml templates need to be applied

for processing of the files. The documentation (specifications) is available on

http://www.eurexchange.com/exchange-en/technology/t7/system-documentation. Go to the current release

and choose Market and Reference Data Interfaces > Eurex Market + Reference Data Interfaces - Manual.

2. Data Format

EOBI data originates from data dissemination Service A only (the Eurex trading system disseminates market

data simultaneously via two separate channels called “Service A” and “Service B”) and is stored in the Pcap

format. Pcap file format is libpcap. One RAR file is provided per trading day.

The data is delivered as a compressed RAR archive. The RAR archive contains:

a) Reference data (RDI) - last complete snapshot cycle of the day,

b) EOBI XML template for decoding EOBI data,

c) RDI FAST v1.1 XML template for decoding RDI data using FAST v1.1 decoder

3. Delivery Mode

Eurex Order by Order Historical Data will be delivered on a data medium.

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Order Form Eurex Order by Order Historical Data 3

B. Prices

1. Data

EUR/month

prices excl. taxes (VAT)

Eurex Order by Order Historical Data, product no. 2350

for the three calendar months immediately preceding the date of purchase 2,500.00

Eurex Order by Order Historical Data, product no. 2350

for time periods prior to the three calendar months preceding the date of purchase 2,000.00

Examples

For an order placed in May 2014 for February 2014, March 2014 and April 2014, a total of EUR 7,500.00

(3 x EUR 2,500.00) is charged.

For an order placed in May 2014 for January 2014, February 2014 and March 2014, a total of EUR 7,000.00

is charged (2 x EUR 2,500.00 + 1 x EUR 2,000.00).

For an order placed in May 2014 for November 2013, December 2013 and January 2014 a total of EUR

6,000.00 (3 x EUR 2,000.00) is charged.

2. Shipping

Free of charge

3. Customs

When data are shipped to countries outside the EU, the order may be subject to import taxes, customs duties

and fees levied by the destination country. You are responsible for customs clearance in a lawful manner and

you have to pay all additional taxes, duties or fees in your country.

Delivery Mode: DAP (Delivered at place)

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Order Form Eurex Order by Order Historical Data 4

C. Order 1. Data

Please state below for which months you are ordering data:

Month – Year Price (EUR)

Total:

2. Parser

Please check the box, if you would like to use the parser provided by Deutsche Börse AG.

We would like to receive two parser tools, one for EOBI market data and another one for reference data

(RDI). Two signed “Parser Tool Terms of Use” are attached to this order.

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Order Form Eurex Order by Order Historical Data 5

D. Data Usage Clients have the right to save the Historical Data on their own computers to process it and to employ it for

personal use only. Clients are not permitted to forward the Historical Data to third parties or to display it on

public devices such as the Internet.

Deutsche Börse AG shall not be liable for the correctness, timeliness and completeness of the information

provided. Should Deutsche Börse AG, acting with wilful misconduct or gross negligence, breach a duty or

obligation in connection with providing the data, it shall be liable for any direct damage caused thereby. In

addition, Deutsche Börse AG is liable for any breach of material obligations caused by slight negligence on its

behalf. Liability for the breach of material obligations caused by its slight negligence is limited to the amount

of damage of which the occurrence was typically foreseeable. Any other liability on the part of Deutsche

Börse AG is excluded.

E. Payment Payable via invoice in advance within 10 days of receipt without deductions. Data will be provided upon

receipt of payment.

Signature

We hereby bindingly order the offered historical data.

Place, date Signature(s)