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Eurex Flow Insights Understanding market sentiment and investor activity
Key product characteristics
- The data products Eurex Flow Insights Equity + Index and Eurex Flow Insights Fixed Income provide a daily analysis of order flow by market participant groups (agent, market maker and proprietary trader)
- The flow analysis offers valuable insights into market sentiment
- The data is provided for the most active futures and options traded on Eurex
- Please contact us, if you want to subscribe to the daily file service
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
- Anonymity is ensured by aggregating the net trading volume and by excluding less active products
- Data is available at T+1 in CSV format
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
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