FDAX member quote dissemination

Discussion in 'Index Futures' started by milstar, Nov 21, 2005.

  1. milstar



    By some of broker/pure agent/ author can see
    quote as belov ,but without eurex terminal .
    Is it full member quote ?
    10 best ask

    5187.0 19
    5186.5 57
    5183.0 6

    2 last trade volume

    10 best bid

    9 5182.0
    14 5181.5
    8 5186.0

    Any comment from experienced operator would certailny appreciated .

    Your respectfully milstar
  2. ggg


    You're getting all the data disseminated to anyone.

    The only difference in the data feeds available from Eurex are in the time and sales data. The trading platform stream includes only one print per netting period. The stream disseminated to quote vendors (now) includes full time and sales, although it's only updated at the end of the netting period.
  3. milstar



    USA broker stated about 10 mb line to Eurex ,but
    Eurex side stated about 64kb-256 kb.
    Futuretrader71 ,member of the Eurex stated about horrible delay
    in October .

    your respectfully milstar
  4. milstar



    Author sended multiple e-mail's to eurex about quote dissemination and connection . No answer.

    Author suspect that in case of conflict would additional risk .

    Your respectfully milstar
  5. As long as T&S data is not posted and vouched for every night BY THE EXCHANGE in question - without any cheap proxy gimmickery, NOBODY WILL EVER KNOW what they made him look at during the day.
    :D :D :D
  6. milstar


    1...Eurexus is in deficit ,but ex EVP of JPM ,germany native ,today responsible for Eurex US activities ,say they would support
    EurexUS .

    From author experience it is additional risk ,which can be avoided .

    2. FDAX offered from USA pure agent with margin 1060 euro and 4$ RT ,Volume is tiny,10best bid-ask and possible better to use from point of view FIFO blocking by intraday scalping ,but
    usa 10 mb cable connected with Eurex 64-256 kb connection/read eurex side/ .If Eurex stop some ,would

    Relevant critic to author opinion would certainly appreciated.

    Your respectfully milstar

    P.S. Author won price money by contest with Germany futures on DAX /Win accepted from Germany SEC/,but with multiple problems and full system crash to end of contest with 10000 participants . Have had also 7 days system crash in official
    Eurexus contest in USA with R2000 contract and PFG/Trademaven platform .