High Precision Timestamps (HPT)
Essential input to calculate accurate time lags for Eurex and Xetra
Key product characteristics
High Precision Timestamps (HPT) are calculated for both Eurex and Xetra
Two products available: HPT Executions File Service and HPT All File Service
HPT are captured as soon as orders arrive at the outer boundary of the Exchange network and provide information on the flow of the orders
HPT can be used to evaluate and optimise investment strategies, in particular they allow latency sensitive market participants to accurately calculate the time delta to winning orders
HPT files are available daily on the next day in CSV format per market
Instruments covered: Xetra and Eurex all instruments
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