Trading files

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

30 Oct 2024

Trading parameters

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Liquidity Classes

30 Oct 2024

Liquidity Classes

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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).



Market Status

XEUR

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.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

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.