Eurex Preps New Feeds for Revamped Architecture
Deutsche Börse's Eurex derivatives exchange is preparing to launch two new market data interfaces next month -- dubbed the Eurex Market Data Interface (MDI) and the Eurex Enhanced Market Data Interface (EMDI), which will disseminate conflated and real-time streaming data, respectively - -in conjunction with the launch of its new trading architecture.
MDI will publish four order book updates per second with 10 levels of depth for benchmark futures, and top of the book only for all other products
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