Hello, does anyone know a data vendor for Eurex Quotes which have a better resolution than 2 seconds, i.e. quote updates are more frequent than 2 seconds or time&sales have a smaller resolution. This Eurex policy is really a bad thing... Support Teams of ESignal, IQFeed and all other Services present at ET please respond to this if you can...
It is not so much an exchange policy but a technical issue (64kbit connection). It may be that there are data vendors with a better connection / faster quotes. If so and anyone know, please tell me.
i guess you're better informed than me, i sure would like to know of a datavendor with undelayed quotes. this probably explains the lousy fills i'm always getting on Eurex.
Ditch, did you see more quotes in ESignal or DTN than in IB ? I mean, even if they lagged a bit, did they update more frequently ? Thanks
No, that's why i don't understand your remark about snapshot quotes of IB, i found DTN to lag PERMANENTLY a couple seconds, e-signal AT LEAST a couple of seconds. However, this was already some months ago, i don't know if things have changed meanwhile, ie e-signal has been promising improvements for more than two years.