Eurex Time & Sales

Discussion in 'Index Futures' started by bowler, Jul 18, 2008.

  1. bowler


    Any one know a data feed which provides time & sales for Eurex contracts. Currently I am having Zenfile datafeed on NT. Time & sales is always 99.
  2. TT
  3. TsunTzu


    I trade Eurex on TT and I find the time and sales a bit inconsistent. Esignal carries time and sales that appear to be more accurate than my front end. If you use TT with the EBS then it may be more accurate as I think the trade data is non netted. Other than that there is CQG or any of the major data feeds.


  4. bowler


    Thanks SamEngland and UsunTzu. I will checkout TT and Esignal
  5. AMP_Trading

    AMP_Trading ET Sponsor

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  6. bowler


    I am with AMP (zenfire & NT). Zenfire datafeed does not provide Eurex time and sales data. You can check it out.
  7. AMP_Trading

    AMP_Trading ET Sponsor

    Zen-Fire is testing the EUREX time & Sales in UAT to get the calculations correct. Eurex does not have a last traded volume, you have to read the bid offer and calculate the change.
  8. bowler


    Thanks. Do you have ETA on when UAT will be completed.
  9. AMP_Trading

    AMP_Trading ET Sponsor

    No Time Confirmed
  10. Mirus Futures

    Mirus Futures ET Sponsor

    For Immediate Release:

    Connectivity for EUREX Retail Traders Takes Leap of Speed

    Mirus Futures offers live streaming data from EUREX with Zen-Fire

    Date: Wednesday, September 10, 2008

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    “Streaming market data will finally allow traders to see the true volatility and opportunities in the Eurex markets. The EBS is a perfect fit for the Zen-Fire solution,” says Pat Shaughnessy, co-founder of Zen-Fire.

    Enhanced Broadcast Solution (EBS)
    The new data feed EBS offers an innovative high-performance market data broadcast solution for un-netted public market data. The socket-based distribution mechanism features among others an order book depth of 10 for options (previously only inside market data was provided), an enhancement of order Book depth to 20 for benchmark futures (previously 10) and a new subscription model, allowing members to select individual market data of all product groups relevant for their business. Along with the launch of EBS, the new data feed CEF ultra+ of Deutsche Börse Market Data & Analytics was started. CEF ultra+ contains the same market depth as EBS but distributes Eurex trading data to non-Eurex members like data vendors also with lowest latency. It is enriched by a trade recovery functionality which is necessary for data vendors.

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    #10     Sep 10, 2008