Deutsche Börse MiFID II delayed data (Xetra, Börse Frankfurt, Eurex)

Use in your agent

Read a Xetra delayed post-trade minute file into pandas and Parquet. Checked against the provider's documentation on Nov 5, 2026.

Access

• No account or key; the file service page shows Terms of Use.
• The Xetra post-trade page (https://mfs.deutsche-boerse.com/DETR-posttrade) loads its file list from https://mfs.deutsche-boerse.com/api/DETR-posttrade; each file downloads from /api/download/<name>, which redirects to a short-lived signed link.

Request

curl 'https://mfs.deutsche-boerse.com/api/DETR-posttrade'

Format

File list: JSON with SourcePrefix, FileCount, GenerationDatetime and CurrentFiles (names like DETR-posttrade-2026-11-05T12_00.json.gz, plus a daily file). Each file is gzipped newline-delimited JSON, one trade per line (instrumentIdentificationCode, price, quantity, priceCurrency, tradingDateAndTime, venueOfExecution and MMT flags).

Load into pandas and Parquet

Needs Python 3 with requests, pandas and pyarrow.

"""Deutsche Boerse MiFID II delayed Xetra post-trade (one minute file) -> pandas -> Parquet. No key."""
import gzip, json
import requests
import pandas as pd

BASE = "https://mfs.deutsche-boerse.com/api/"
listing = requests.get(BASE + "DETR-posttrade", timeout=60).json()
# Minute files are named DETR-posttrade-YYYY-MM-DDTHH_MM.json.gz (UTC); pick one inside trading hours.
name = next(f for f in listing["CurrentFiles"] if "daily" not in f and "T12_00" in f)
raw = requests.get(BASE + "download/" + name, timeout=120).content  # follows a short-lived signed redirect
records = [json.loads(line) for line in gzip.decompress(raw).decode("utf-8").splitlines() if line.strip()]
df = pd.DataFrame(records)
df.to_parquet("dbg_xetra_posttrade.parquet", index=False)
print(name, len(df), "trades;", df["venueOfExecution"].iloc[0], df["instrumentIdentificationCode"].nunique(), "ISINs")

Run by us on 2026-11-05 (python 3.13 | pandas | pyarrow | requests (box probe)). Result: DETR-posttrade-2026-11-05T12_00.json.gz 1223 trades; XETA 410 ISINs

Limits

• 15-minute delay; files remain available until midnight of the following business day, so collect them yourself for history.
• No request or download limit stated.

Quirks

• Minute files outside trading hours can be empty; the snippet picks 12:00 UTC.
• Other venues use other prefixes on the same service (for example DETR-pretrade, Börse Frankfurt, Tradegate, Eurex, EEX); see the Delayed data page for links.
• Do not use the deprecated Deutsche Börse Public Dataset on AWS.

Terms and attribution

• Free, non-exclusive, non-transferable licence only if you do not commercialise the data.
• Onward dissemination for a fee or value-added services sold for a fee need a licence under the Market Data Dissemination Agreement.

Sources

• https://mds.deutsche-boerse.com/mds-en/real-time-data/Delayed-data: “The Market Data is provided with a 15 minutes time delay. Information is provided once per minute and remains available until midnight of the following business day.”
• https://mfs.deutsche-boerse.com/DETR-posttrade: “Any access to and use of the Delayed Data is subject to a licence which is only granted free of charge if the Delayed Data User does not commercialize the Delayed Data.”