Eurex Flow Insights Equity + Index

Overview

Provides a daily analysis of order flow of the most active Eurex products by market participant groups (agent, market maker and proprietary traders) aggregated per instrument. This information offers valuable insights into market sentiment and investor activity. The data is provided at T+1.

Designed for
Market participants such as

- Buy-side and sell-side traders, researchers and analysts
- Brokerage firms
- Hedge funds

Data details

- Net traded flow (buy minus sell volume) is broken down by market participant groups and aggregated daily per instrument
- Market participant groups are: agent, market maker and proprietary trader
- Flow includes on-book and off-book (TES) trades
- Options and futures strategies are decomposed into legs
- Anonymity is ensured by aggregating the net trading volume and by excluding less active products
- Data is available at T+1

Eurex Flow Insights Equity + Index

- Calculated for a range of the most active equity options, index futures and index options, including DAX ® Futures and EURO STOXX 50 ® Futures

Eurex Flow Insights Fixed Income

- Calculated for the most active products including Euro Bund Futures, Euro Bobl Futures and options on Bund Futures

Disclaimer: The download and usage of the free sample data provided by Deutsche Börse AG via the Snowflake Marketplace is subject to the Terms of Use (which can be viewed on the right side). By downloading the data, you accept to adhere to the Terms of Use.