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.
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. ATB. Tsuntzu
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I am with AMP (zenfire & NT). Zenfire datafeed does not provide Eurex time and sales data. You can check it out.
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.
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 Chicago, IL: Mirus Futures announced today live streaming data from EUREX integrated with the Zen-Fire trading engine. The significance of this level of connectivity being available to the retail trading market is enormous. Customers seeking low latency and high speed trading can request a real time trading simulator from the Zen-Fire or Mirus Futures site. âStreaming 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,â 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. About Zen-Fire Zen-Fire provides the speed, reliability, and unfiltered tick data necessary to compete in the futures markets. From basic order entry tickets to fully licensed Depth of Market (DOM) trading screens, Zen-Fire provides screen based traders access to the same high-speed market data and order routing used by professional firms and institutions world-wide. http://www.zen-fire.com About Mirus Futures Mirus Futures is the leading provider of commodity trading brokerage services. As the first full-service firm to launch the Zen-Fire network, Mirus has been able to revolutionize the trading experience for all their clients. By coupling Zen-Fire with the NinjaTrader platform, the ultimate trading solution was created. Serving the world-wide trading community for Mirus became that much easier. http://mirusfutures.com Register for a free live demo here: http://www.mirusfutures.com/landing/elitetrader_eurex_ebs.htm