Eurex

Dataset ID: XEUR.EOBI

The largest derivatives exchange in Europe, with full order book coverage of equity index and fixed income products, as well as single stock options.

Asset class

Futures â‹… Options on futures

Venues

Eurex

Available history

Symbols

600,000+

Get started

Asset class

Futures â‹… Options on futures

Venues

Eurex

Available history

Symbols

600,000+

Products

Batch download

1-10 of 3,493
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

UTC

Symbols

600,000+

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

Captured at Equinix FR2 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

Eurex is Europe's largest derivatives exchange and a major trading venue for equity index, interest rate, and fixed income derivatives. It lists some of the region's most actively traded contracts, including DAX and EURO STOXX 50 futures and options; Euro-Bund, Euro-Bobl, Euro-Schatz, and Euro-BTP futures; and MSCI World Index futures.

This dataset provides full order book depth and is sourced directly from proprietary exchange feeds: T7 Eurex EOBI for order-by-order updates and Eurex RDI for instrument definitions. All feeds are captured at our Frankfurt colocation in Equinix FR2. Eurex shares infrastructure and data architecture with other Deutsche Börse venues through the T7 platform.

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

Real-time data is included with any Eurex subscription. Historical data is available for usage-based rates or with any Eurex subscription. Explore pricing for more details or to upgrade your plan.

License

Live data

Live data is available with a Eurex subscription plan.

A license isn’t required for personal use on the Standard plan. Databento is licensed to provide instant access to non-professional users and handles exchange reporting on your behalf.

For all other use cases on Plus and Unlimited plans, a license is required to access live data for this dataset per exchange requirements. You can activate a new license or upload an existing one in your portal.

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
1
2
3
4
5
6
7
8
9
10
11
12
import databento as db
client = db.Historical("YOUR_API_KEY")

df = client.timeseries.get_range(
    dataset="XEUR.EOBI",
    schema="trades",
    symbols=["FDAX.S.SEP25.DEC25.SPD"],
    start="2025-09-02",
    end="2025-09-06",
).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

Includes Eurex EOBI and RDI

1+ year of available history

All futures, options, spreads

600,000+ 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:

No license fees

1+ year of

history

1 year of L1 history

1 month of L2 and L3 history

Pay as you go for more history

Plus

Ideal for investment firms and institutional service providers.

$1,500

per month
Annual contract required

All Standard features, and:

External distribution

Dedicated account manager

Dedicated connectivity

ACH and wire payments

Unlimited

Ideal for firms requiring complete history.

$2,000

per month
Annual contract required

All Plus features, and:

1+ year in all schemas

Compare all features

Historical data

Eurex

600,000+

1+ year

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

Discover similar datasets

CME Globex MDP 3.0

All futures and options on CME, CBOT, NYMEX, and COMEX, with full order book depth, stats, reference data, and more.

Get dataset

ICE Europe Commodities

Covers over 50% of global crude oil and refined oil futures trading, including Brent, Gasoil, natural gas, power, coal, emissions, and softs.

Get dataset

ICE Europe Financials

European interest rate and equity index derivatives, such as STIRs, Euribor, SONIA, gilts, and FTSE 100, with full order book depth.

Get dataset

CFE

Home to VIX futures and VX options. Full order book coverage of volatility, corporate bond index, equity index, and cryptocurrency derivatives.

Get dataset