Product parameter files
Eurex Exchange's offer a broad product investment portfolio and leading edge T7 trading architecture. This section provides a comprehensive information overview about traded products on Eurex Exchange’s and T7 configuration.
Trading parameters
Liquidity Classes
The concept of Liquidity Classes ("LC") differentiates rebate levels according to the liquidity of the product, with Liquidity Class 1 representing the most liquid and Liquidity Class 3 the least liquid products. It is applied to Equity Index and Interest Rate Options and Futures as well as to Equity Options. For the purpose of automatic processing the Liquidity Class file with the naming convention 90FILLIQCEPUBLIYYYYMMDD.csv.zip is also available in the public area of the Common Reporting Engine (CRE).
