e-signal dj euro stoxx 50 cash index symbol?

Discussion in 'Index Futures' started by RedDuke, May 30, 2006.

  1. Chriz

    Chriz

    Alex,

    yes i know it sucks to add an extra subscription only to get that index data.

    The diff between the two indices is that the euro stoxx 50 contains only euro denominated equities. While the stoxx 50 index also has equities from non euro countries like UK, switzerland and such.

    However the euro stoxx 50 is much more liquid and has tighter bid ask spread and therefore much better to trade.
     
    #11     May 30, 2006
  2. RedDuke

    RedDuke

    Chriz,

    I figured that euro stoxx must be better to trade since the other one is rarely mentioned. Do you know by any chance the index symbol for dj stoxx? Might as well take a look at it since I have a feed. The fee is not even “peanuts”, so does not matter.

    DAX got so volatile these days, that I find it difficult to trade. I looked over stoxx futures and they seem to be more sane? Will try to trade them tomorrow. But that’s a topic for another thread.

    Once again, thanks for your help.

    redduke
     
    #12     May 30, 2006
  3. RedDuke

    RedDuke

    Just looked at daily volume for dj stoxx, it is pathetic, 3,200 traded today. Not worth the time at all.

    DJ euro stoxx traded 1.2 mil contracts today, this definitely picks my attention.
     
    #13     May 30, 2006
  4. I have noticed that some eurex products have different last prices in esignal compared with the official close (ltp) of the eurex products.

    for example compare

    fdax
    fgbl
    fgbm
    fgbs

    closing with the ltp of these products in Esignal.

    Please let me know if someone noticed the same
     
    #14     Jun 4, 2006
  5. esmjb

    esmjb

    i imagine the difference is because eurex recognizes the last price traded at the 10:30 am chicago time cash close even though the futures stay open until 3pm chicago time. esignal might use the last price traded at 3pm.
     
    #15     Jun 4, 2006
  6. I don't understand.

    When these products close in europe on eurex exchange, esignal should give the same close.

    Esignal, please respond!.
     
    #16     Jun 5, 2006