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  • Service Navigation

    Risk Alerts

    Risk Alerts

    Risk Alerts inform market participants in real-time about exceptional price and order book behavior of the most important and liquid Eurex futures.

    Product universe

    Risk Alerts are provided initially for the following Eurex futures:

    ? DAX? Futures (FDAX)
    ? EURO STOXX 50? Index Futures (FESX)
    ? Euro-Bund Futures (FGBL)


    Calculation details

    Alerts are provided for three measures: price range of traded prices, bid-ask spread and order book resilience 20. If a certain threshold is exceeded, an alert message is sent out that contains the following information: type of alert and type of threshold exceeded.

    Alert types

    • Maximum price range: Price range is the difference between the maximum and minimum price traded during the current second.
    • Maximum bid-ask spread: Bid-ask spread is the difference between the best ask and best bid (synthetic levels included).
    • Minimum order book resilience 20: Order book resilience looks deeper into the order book and measures the volume required to change the best prices (bid or ask) by 20 ticks. An alert will be sent, when the number of contracts to be traded in order to move the price by 20 ticks is below a certain statistically determined threshold.

    Data availability

    The Risk Alerts information product is disseminated via (a) the Eurex MIC (multi-interface-channel), (b) the 10 GB Eurex market data connection as well as (c) Deutsche B?rse’s data feeds CEF? Core and CEF ultra+ Eurex.

    Technical information

    The required bandwidth for this information product is ~ 128 kbps.

    Further information

    ?

    Market Status

    XEUR

    -

    -

    Parts of the trading system are currently experiencing technical issues

    The trading system is currently experiencing technical issues

    Production newsboard

    The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

    We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

    An instant update of the Market Status requires an enabled up-to date Java? version within the browser.

  • 我国纳米核心技术取得重大突破 2019-02-17
  • 9年过去了 男子网坛还是费纳的天下 2019-02-17
  • 2018国际消费电子产品展 2019-02-14
  • 阿联酋计划向火星发射无人飞船 刷新阿拉伯太空史 2019-02-10
  • 国家统计局:5月一线城市房价同比持续下降 二线城市有所上涨 2019-02-02
  • 医疗专家入藏 免费治疗患儿 2019-01-29
  • 2018春运开启再读冰心莫言冯骥才笔下的“春运记忆” 2019-01-29
  • 《超人总动员2》刷新动画片北美首周末票房纪录 2019-01-29
  • 涉嫌诈骗1200万 潜逃韩国8年逃犯归案 2019-01-27
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  • 财政部发布五月份全国财政收支情况 2019-01-08
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