Eurex now available

We’re excited to announce that real-time and historical data from Eurex, the largest derivatives exchange in Europe, is now available on Databento. Eurex is a major trading venue for equity index and fixed income derivatives, as well as single stock options.

Operating on the T7 platform, Eurex shares common infrastructure and data architecture with other Deutsche Börse markets. This dataset is sourced directly from multiple proprietary Eurex T7 feeds, which we capture at our Frankfurt colocation in Equinix FR2: EOBI for order-by-order updates and pricing data, RDI for instrument definitions, and EMDS for settlement prices and open interest.

Users can access Eurex data in L1, L2, or L3 granularity, as well as in trades, OHLCV, market statistics, and reference data formats. A complete list of supported schemas is available in our catalog.

Visit our pricing page to explore subscription plans, which start at $199/month.

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

• Equity index derivatives such as DAX and EURO STOXX 50 futures and options.
• Interest rate and fixed income futures including Euro-Bund, Euro-Bobl, Euro-Schatz, and Euro-BTP.
• Volatility and global index products like VSTOXX futures and MSCI World Index futures.
• Single stock options on 600+ leading European underlyings and Xetra-listed US stocks.

Over 600,000 Eurex symbols are supported, covering all listed outrights, calendar spreads, options, and combination instruments across every expiration.

Eurex data can be requested using its dataset ID: XEUR.EOBI.

Note that separate dataset IDs are not assigned to RDI or EMDS, as both are included within XEUR.EOBI’s definition and statistics schemas.

Historical coverage begins on March 10, 2025. Data is available for usage-based rates starting at $5.00/GB or included with any subscription.

The example below demonstrates how to request one day of L3 (MBO) data for the front month DAX futures contract using our Python client library.

import databento as db

client = db.Historical()

data = client.timeseries.get_range(
    dataset="XEUR.EOBI",
    symbols="FDAX.n.0",
    stype_in="continuous",
    schema="mbo",
    start="2025-10-31",
)
print(data.to_df())

Real-time access is available with a Standard, Plus, or Unlimited plan. For non-professional users, the Standard plan includes live data for personal use on up to 2 devices with no additional license fees.

The example below demonstrates how to stream trades data for the front month DAX futures contract using our Python client library.

import databento as db

live = db.Live()

live.subscribe(
    dataset="XEUR.EOBI",
    schema="trades",
    symbols="FDAX.n.0",
    stype_in="continuous,
)

for record in live:
    print(record)