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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
Phone and fax
VAT No. (EU only)
Please provide the delivery address if it differs from the invoicing address above.
Name
Address
Phone
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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)