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Eurex Open Interest Insights Equity + Index - Free Sample

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Databricks2024-05-09 收录
下载链接:
https://marketplace.databricks.com/details/0018ab7d-a6d8-47eb-b3cc-fd4129c2aac4/Deutsche-Boerse-Market-Data-and-Services_Eurex-Open-Interest-Insights-Equity-+-Index---Free-Sample
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资源简介:
**Overview** Eurex Open Interest Insights complements the Eurex Flow Insights offering by adding additional transparency with measures around Open Interest. It provides valuable data on exposure distribution in futures and options markets, revealing investor risk appetites and convictions. Segmented by market participant groups, the data is delivered at T+2 via API or Web GUI. With a 22-year history dating back to 2002, excluding Single Stock Futures and FX, this tool offers a comprehensive view of market dynamics for informed decision-making. **Designed for** Market participants such as: - Buy-side and sell-side traders, researchers and analysts - Brokerage firms - Hedge funds **Data details** - Open interest is broken down daily on an instrument level into long and short positions and market participant groups - Market participant groups are agent, market maker and proprietary trader - Open interest includes all adjustments - Options and futures strategies are decomposed and added to the outright positions - History available back to 2002 with previous stringent liquidity rules removed for expiries 2002 – 2018 - Eurex Open Interest Insights is available at T+2 **Product packages and data universe** - Product universe includes all liquid Eurex products (~1000 products) - Historical expiries between 2002 – 2018 are further available for all Eurex instruments except Single Stock and FX Futures **If you would like to receive this data regularly, you can purchase a subscription [here](/marketplace/consumer/listings/a317117a-0d1c-4edb-b226-3cb2fb50103e).** *Disclaimer: The download and usage of the free sample data provided by Deutsche Börse AG via the Databricks Marketplace is subject to the Terms of Service (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Service.*

**概述** 欧洲期货交易所(Eurex)未平仓合约洞察数据集作为欧洲期货交易所流量洞察数据集的补充产品,通过围绕未平仓合约量(Open Interest)构建量化分析指标,进一步提升市场透明度。该数据集可提供期货及期权市场的风险敞口分布相关高价值数据,有效揭示投资者的风险偏好与投资信念。数据按市场参与者群体进行细分,可通过应用程序编程接口(API)或网页图形用户界面(Web GUI)于T+2时点交付。该数据集历史可追溯至2002年,覆盖长达22年的市场数据,不含个股期货(Single Stock Futures)及外汇(FX)相关合约,能够全面展现市场动态,助力用户做出基于充分信息的科学决策。 **目标用户** 适用于以下市场参与者: - 买方及卖方交易员、研究人员与分析师 - 经纪机构 - 对冲基金 **数据详情** - 未平仓合约量将按合约标的维度按日拆分,分别统计多头、空头仓位及对应市场参与者群体的持仓数据 - 市场参与者群体分为代理经纪客户、做市商及自营交易商三类 - 未平仓合约量统计包含所有持仓调整项 - 期权及期货组合策略将被拆解,并计入对应纯仓持仓数据中 - 数据集历史数据可追溯至2002年,其中2002至2018年的到期合约数据已移除此前严苛的流动性筛选规则 - 欧洲期货交易所未平仓合约洞察数据集的交付时点为T+2 **产品套餐与数据覆盖范围** - 数据覆盖范围包含欧洲期货交易所全部流动性良好的合约品种(约1000个) - 此外还可获取2002至2018年的历史到期合约数据,覆盖欧洲期货交易所全部合约品种,但不含个股期货及外汇期货 若您希望定期获取该数据集,可[点击此处](/marketplace/consumer/listings/a317117a-0d1c-4edb-b226-3cb2fb50103e)购买订阅服务。 *免责声明:德意志交易所集团(Deutsche Börse AG)通过Databricks Marketplace(Databricks Marketplace)提供的免费示例数据,其下载与使用需遵守服务条款(可在页面右侧查看)。下载该数据即代表您同意遵守相关服务条款。*
提供机构:
Deutsche Boerse - Market Data and Services
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