Eurex Quotes & Data (ESignal, IQFeed, IRD/Realtick...)

Discussion in 'Data Sets and Feeds' started by saschabr, Oct 14, 2003.

  1. 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...
     
  2. Ditch

    Ditch

    How can a datavendor bypass the exchange policy?
     
  3. 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.
     
  4. Ditch

    Ditch

    Whatever... if you want real time quotes for Eurex go with IB.
     
  5. Ditch,

    IB's quotes are 2-second snapshots.
    I am looking for quotes with a smaller
    resolution.
     
  6. Ditch

    Ditch

    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.:mad:
     
  7. Ditch

    Ditch

    for what it's worth, i tried both e-signal and DTN/IQ and found them to lag IB.
     
  8. 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
     
  9. Ditch

    Ditch

    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.
     
  10. def

    def Interactive Brokers

    They are not. Where do you get this info?
     
    #10     Oct 14, 2003