The new Eurex Socket Data Feed is a high-performance data feed through which Eurex distributes market data in the form of un-netted price chains for order book depth in real-time, offering significantly faster throughput times.
Primarily designed to meet the needs of algorithmic trading and wider automated trading in general, the feed gives EccoPro users ultra-fast data across all trading modules, including the EccoSpreader and ‘black box’ trading applications written to the EccoAPI. The result is lightning-fast responsiveness and less slippage, eSpeed claims.
