european futures - data provider

Discussion in 'Data Sets and Feeds' started by idim, Oct 17, 2002.

  1. idim


    I am looking for a good data provider of european futures (primarily eurex). I know about eSignal and used them before, but I switched to Tradestation6 and quite happy with it. But they do not have european futures data. I primarily trade US futures, but sometimes want to see how dax and eurostoxx are trading. I want to find solution with chart where I can write custom indicators or alternatively can feed the data into TS2000i in realtime. Because this is not primary activity, I do not want to pay full price to eSignal, and looking for cheaper solution. And by the way what charting software europeans are using? I could not be only eSignal. May be there is any good online magazine where I can learn more?
  2. Ditch


    What kind of trader can't afford $100 on a datafeed?:confused:
  3. idim


    1. I did not think that europe is cheaper. But I wanted to check and see the options. In US: DTN and do not provide european quotes. SPcomstock and Futuresource does, but not cheap.

    2. You are worried that I cannot afford to spend additional 100 bucks? Well, in fact I can, if I do need it. I have not yet decided if I also want to trade during european time.
    As of now I am paying $200 for tradestation, $210 for diff exch fees and about $250 for internet. I can add $129(esignal)+$15(eurex fee), but why not first to check if there exist other options?

    I remember when I first started trading us futures in 2000 I was paying $35RT, now I pay $4.8 to IB and $10RT for non-electronic contracts. So life sometimes become cheaper.

    (and by the way I am also searching myself through google, just thought may be some people who specilize in dax/eurostoxx can give any quick idea or direction).
  4. The trouble with Eurex data is that the ticks are obscured and I'm not sure you even get true volume. The member/broker you trade with will have the full data feed however Eurex gives crappy data to the data feed services. They consolidate the trades into 2 second buckets.

    So my question would be- are there any data providers that get the real, tick level data?

    I think Eurex traders use IB for the true data feed and those charting services that use IB data. Of course, in that case your system has to be on for the entire trading session and cannot get historical data.
  5. Ditch


  6. Ditch


    They offer a 20 day free trial on their real time feed
  7. I think they have Eurex data, but charts are some sort of java stuff.
    Don´t know if I would use it for real trading, maybe for paper trading.
  8. I've been using MyTrack for Eurex data, it is about $60/month. Euro Bund starts trading at 2:00 am EST. But MyTrack usually starts at 2:30 am EST, it starts at 2:00 am only occasionally. I've reported this problem several times, but never got a response.
    #10     Oct 19, 2002