EEX now available

We’re excited to announce that Databento now provides real-time data and over seven years of history from EEX (European Energy Exchange), Europe's most liquid power market and a major trading venue for natural gas and emissions.

With this launch, Databento becomes the first and only market data provider to offer EEX L2 and L3 data. This level of depth had previously been available only to EEX member trading firms until December 2025, and became commercially accessible to non-member firms after coordinated work between Databento, EEX, and Deutsche Börse to expand availability.

Operating on the T7 platform, EEX shares common infrastructure and data architecture with other Deutsche Börse markets. This dataset is sourced from multiple proprietary feeds for the most complete view of exchange activity, which we capture at our Frankfurt colocation in Equinix FR2: EOBI for order-by-order updates, RDI for instrument definitions, and the EEX Cloud Stream API and EEX REST API for market statistics and instruments not covered by EOBI and RDI. These EEX APIs also help reduce licensing complexity for eligible customers by providing top-of-book data under simplified terms.

Users can access EEX data in L1, L2, or L3 granularity, as well as in trades, OHLCV, market statistics, and reference data formats. Tick-level trade history is available going back to 2018. A complete list of supported schemas is available in our catalog.

Visit our pricing page to explore subscription plans starting at $199/month.

This dataset provides full order book coverage for all contracts, including:

• Power futures across Germany, France, Italy, the Netherlands, Spain, and other major European bidding zones.
• Natural gas derivatives such as TTF, THE, ZTP, PSV, and other regional gas hubs across continental Europe.
• Environmental products, including EU Allowance futures, options, and EUA spreads, within the EU Emissions Trading System (ETS).
• Agricultural and freight derivatives like dairy, potatoes, and dry bulk freight.

Over 50,000 EEX symbols are supported, covering all listed outrights, calendar spreads, options, and combination instruments across every expiration.

In addition to being Europe’s primary power market, EEX is the second-most-active venue for TTF natural gas after ICE Endex, making it a valuable complement for firms managing pricing and risk across European gas markets. It also plays a central role in the EU ETS through its EU Allowance derivatives, which serve as the benchmark instruments for emissions trading in Europe.

EEX data can be requested using its dataset ID: XEEE.EOBI.

Note that separate dataset IDs are not assigned to RDI or the EEX REST API, as both are included within XEEE.EOBI’s definition and statistics schemas.

Historical coverage begins on July 2, 2018. You can access the most recent month at usage-based rates starting from $10.00 per GB, or unlock longer history through a subscription plan.

The example below demonstrates how to request one day of statistics data for all EEX PEG Natural Gas Month futures.

import databento as db

client = db.Historical()

data = client.timeseries.get_range(
    dataset="XEEE.EOBI",
    symbols="G5BM.FUT",
    stype_in="parent",
    schema="statistics",
    start="2025-11-27",
)
print(data.to_df())

Real-time access is available with a Plus or Unlimited plan.

The example below demonstrates how to stream MBO data for all EEX symbols.

import databento as db

live = db.Live()

live.subscribe(
    dataset="XEEE.EOBI",
    symbols="ALL_SYMBOLS",
    schema="mbo",
)

for record in live:
    print(record)