Eurex Exchange
Eurex Exchange
Regarding the Eurex Exchange, wouldn't you have to introduce T7 EOBI connectivity ? This promotes full order book and MBO datas.
Re: Eurex Exchange
+1 -
This is so far the only way to get full market depth view for any instrument traded on the Eurex... while all other eurex datafeed providers are limited at max 15 levels of order book depth...
This is so far the only way to get full market depth view for any instrument traded on the Eurex... while all other eurex datafeed providers are limited at max 15 levels of order book depth...
Re: Eurex Exchange
I contacted Rithmic, they confirmed me that they are working on full implementation of EUREX MBO, but without clear ETA. For those interested, can you reach Rithmic and show your concern to this project, for better availabilily. If Bookmap's team can push in that direction as well, it will be great.