EEX

Dataset ID: XEEE.EOBI

Most liquid power market in Europe and a major venue for trading gas and emissions. Full order book coverage of energy, freight, and agricultural futures.

Asset class

Futures â‹… Options on futures

Venues

European Energy Exchange (EEX)

Available history

2 months

Symbols

50,000+

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Asset class

Futures â‹… Options on futures

Venues

European Energy Exchange (EEX)

Available history

8 years

Symbols

50,000+

Products

Batch download

1-10 of 3,345
Rows per page
10
Advanced symbol selection via API

It’s easier to handle a large number of symbols using our API. Read our API guide ->

Specifications

Asset class

Futures & Options on futures

Available from

2018-07-02

UTC

Symbols

50,000+

Historical data availability could vary between schemas.

Venue

Data category

Raw data

Schemas

MBO, MBP-1, MBP-10, TBBO, Trades, BBO-1s, BBO-1m, OHLCV-1s, OHLCV-1m, OHLCV-1h, OHLCV-1d, Definition, Statistics, Status

Encodings

DBN, JSON, CSV

Origin

Directly captured at Equinix FR2 (Frankfurt, Germany) with an FPGA-based network card and hardware timestamping. Synchronized to UTC with PTP

Source resolution

Immediate publication, nanosecond-resolution timestamps

Databento resolution

Immediate publication, nanosecond-resolution timestamps

Release time

Access methodRelease timeLicense required
LiveReal-time
HistoricalDelayed 15 minutes
HistoricalNext day 00:00

CET/CEST

EEX (European Energy Exchange) is the most liquid market in Europe for power derivatives and a major venue for trading natural gas and emissions. It provides full order book depth across all products, including energy futures as well as freight and agricultural contracts.

For TTF natural gas, EEX is the second most active exchange after ICE Endex, and the overlapping product coverage across both venues makes EEX a valuable complement for firms managing pricing and risk in European gas markets. EEX also plays a central role in the EU Emissions Trading System (ETS) through its EU Allowance (EUA) contracts.

This dataset is sourced from multiple feeds for the most complete view of exchange activity: T7 EOBI for order-by-order updates, T7 RDI for instrument definitions, and the EEX REST API for market statistics not found on EOBI or RDI. All feeds are captured at our Frankfurt colocation in Equinix FR2. As part of the EEX Group, which is owned by Deutsche Börse, EEX shares infrastructure and data architecture with other Deutsche Börse venues through the T7 platform.

EEX offers L1, L2, and L3 granularity, market statistics, and reference data for all listed spot contracts, outright futures, calendar spreads, options, and combination instruments across every expiration.

Real-time EEX data is included with a Plus or Unlimited subscription for this service. Historical data is available for usage-based rates or with any EEX subscription. Explore pricing for more details or to upgrade your plan.

License

Live data

Live data is available with a Plus or Unlimited subscription plan for EEX.

A license is needed to access live data for this dataset per exchange requirements. In your portal, you can activate a new license or upload an existing one.

Historical data

A license isn’t required to access historical data.

Sample data

Schema

MBO
MBP-1
TBBO
Trades
BBO-1s
OHLCV-1s
Definition
Statistics
Status

ts_recv

The capture-server-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

size

The order quantity.

ts_event

The matching-engine-received timestamp expressed as the number of nanoseconds since the UNIX epoch.

channel_id

The channel ID assigned by Databento as an incrementing integer starting at zero.

rtype

The record type. Each schema corresponds with a single rtype value.

order_id

The order ID assigned at the venue.

publisher_id

The publisher ID assigned by Databento, which denotes dataset and venue.

flags

A bit field indicating event end, message characteristics, and data quality.

instrument_id

The numeric instrument ID.

ts_in_delta

The matching-engine-sending timestamp expressed as the number of nanoseconds before ts_recv.

action

The event action. Can be Add, Cancel, Modify, cleaR book, Trade, Fill, or None.

sequence

The message sequence number assigned at the venue.

side

The side that initiates the event. Can be Ask for a sell order (or sell aggressor in a trade), Bid for a buy order (or buy aggressor in a trade), or None where no side is specified by the original source.

symbol

The requested symbol for the instrument.

price

The order price expressed as a signed integer where every 1 unit corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.

ts_recv
ts_event
rtype
publisher_id
instrument_id
action
side
price
size
channel_id
order_id
flags
ts_in_delta
sequence
symbol

API examples

Python
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import databento as db
client = db.Historical("YOUR_API_KEY")

df = client.timeseries.get_range(
    dataset="XEEE.EOBI",
    schema="trades",
    symbols=["DEBY.S.JAN26.JAN27.SPD"],
    start="2025-10-20",
    end="2025-10-22",
).to_df()

print(df)
Output
See more in docs ->

Pricing

Usage-based

Pay as you go for historical data. Lowest cost to get started.

Pricing

Estimated - GB

Features

Historical data only

1 month of available history

All futures, options, spreads

50,000+ symbols

Pay as you go

Standard

Popular

Frequently-used data. Ideal for individuals and small teams.

$199

per month
Monthly subscription

All Usage-based features, and:

1 year of

history

1 month of L1 history

Pay as you go for more history

Plus

Ideal for investment firms and institutional service providers.

$2,000

per month
Annual contract required

All Standard features, and:

External distribution

3 years of available history

Dedicated account manager

Dedicated connectivity

ACH and wire payments

Unlimited

Ideal for firms requiring complete history.

$2,500

per month
Annual contract required

All Plus features, and:

L2 and L3 data

7 years of available history

Compare all features

Historical data

EEX

50,000+

1 month

L0
L0
L0
L0
L0
L1
L1
L1
L1
L2
L3

Live data

L0
L0
L0
L0
L1
L1
L1
L1
L2
L3

Billing

Billed monthly

Support

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