Here you go. Eurex US symbols: TBX - 30 yr Treasury TNL - 10 yr Treasury TNM - 5 yr Treasury TNS - 2 yr Treasury
I yet have no access to EurexUS quotes. Can anyone please give an update on current traded volume ? The todays volume for TBX / TNL would be great!
Volume up to now (do not have access to this figures myself they come from from another board by RSPhoenix) TNS 13 Contracts TNM 5214 Contracts TNL 21863 Contracts TBX 5742 Contracts Regards Bernd Kuerbs
Thanks Bernd & RSPhoenix for the Update. Any Info yet when IB will get quotes running ? BTW, I hope volume at EurexUS stays this low. Eurex 64kb / CEF Feed is far inferior to LiffeConnect. Until Deutsche Boerse gets it's stuff fixed, they do not deserve volume.
I'd like to know whether EUREXUS can and will provide real-time volume data for the contracts traded on their platform. ECBOT and GLOBEX provide it and I find it extremely useful, especially when trading U.S. Treasury futures. EUREX/DTB doesn't seem to provide the volume data either. I use IB and I am wondering whether it is a flaw with IB's connection to EUREX and EUREXUS (I doubt it) or indeed the exchanges don't make it available on purpose. I have always found the lack of real-time volume data on the DAX end Eurostoxx futures extremely annoying, and if EUREXUS does not make that data available to traders, i.e. if they refuse to provide vital data to their customers, I hope traders will choose to stick to ECBOT. On a related note, I am worried about liquidity for the 30-year bond futures and I seriously hope that having T-Bond futures traded on both platforms will not significantly impact liquidity and execution speed on ECBOT, to me that's far more important than saving a few cents per contract. I wonder if IB might consider implementing a SMART trading option for products traded on both ECBOT and EUREXUS?
why? the bid and offer should(in todays electonic arbitraged world) be the same prices on both before we have a chance to act on any discrepancy. Plus, these contracts are not offsetting across exchanges. You can't buy from one exchange and sell on the other to close the position. BTW. I don't care for eurex or their data. I hope they don't get any volume and die a quick death.