Discussion in 'Index Futures' started by NickBarings, Nov 3, 2006.
Is execution on Eurex still a problem
durinf fast markets for the Bund ?
they update the data feed 5 times a second (which is pathetic compared to most other exchanges).
I have experienced problems with Eurex on the bund back in April this year when there was a huge rally the order book just froze, you had to look at CQG to follow the prices.
often the slowdowns occur during high volume eg contract rollover time.
if you're trading in London the Eurex feed is still less of a delay than the transatlantic CBOT feed in my experience.
Wasn't an issue over the non farms just gone. They are upgrading the bandwidth of their lines in February 07, they started readying clients for this a couple of months back so it's a big deal for them to get a smooth transistion after that slowdowns should be a thing of the past
Most if not all installations in London have been upgraded and I believe the big bang (when Eurex allow you to actually use this extra bandwidth is in December 06
The issue with Eurex is that the installations are configured by the member (you or me) so this allows a large margin for error because there are many many variables to configure and lots of ways of getting the installation wrong/not best practices.
In short, your Eurex performance depends on how good your IT are
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