The Deutsche Börse Public Dataset (PDS) project makes real-time data derived from Deutsche Börse's trading market systems available to the public for free. This is the first instance that such detailed financial market data has been shared freely and continually from the source provider.
This data is provided on a minute-by-minute basis and aggregated and processed from the XETRA and EUREX engines, which comprise a variety of equities, funds and derivative securities. The PDS contains details for on a per security level, detailing trading activity by minute including the high, low, first and last prices within the time period.
The PDS is created using a cloud provider's infrastructure continually and made available through their public data repository initiatives, such as the AWS Public Dataset project.
Deutsche Boerse Group believes that freely available, high quality data fosters innovation and creates business opportunities. The financial community, academic researchers, data scientists and others can explore the possibilities of the data to open up new analysis and product possibilities.
The data is uploaded into two Amazon S3 Buckets in the EU Central (Frankfurt) region:
- s3://deutsche-boerse-xetra-pds (for XETRA data)
- s3://deutsche-boerse-eurex-pds (for EUREX data)
The contents of the Deutsche Börse Public Dataset, from the XETRA and EUREX trading engines, are defined in the data dictionary.
Trading data is available historically. A calendar is initially available for the EUREX data set (EUREX calendar) attached to know the dates when trading occurred. Also, there is currently a couple of days with technical issues being under investigation, which are also mentioned in the calendar.
Exemplary use cases are provided in SQL for XETRA data in the examples folder.
License: Non-commercial (NC) - licensees may copy, distribute, display, and perform the work and make derivative works and remixes based on it only for non-commercial purposes.