Eurex does a two second refresh on their data. This is just how they have elected to disseminate their market data. I have been told that this is in an effort to keep a level playing field between the individual trader on a dial up line and the institutions with fiber lines. Mark
I was told by Trading Technologies that Eurex updates every 2 seconds. Thats how I see it on CQG and on the X-Trader platform. What is the link to IQ feed i would be most interested to get tick by tick data for eurex. I was trying to find tick data for a while buy gave up my search after talking with TT. thx, Mark
but eurex does refresh their data every two seconds. Iqfeed then is another second late with their data. I have traded eurex components, primarily with esignal. I will see the prints on my trading software, either xtrader or jtrader, then see the new print on esignal, then a whole second later see it on IQfeed. Iqfeed is nice and cheap, but you give up a good second to more on eurex if you use it.
Eurex does "limit down" only their T&S to 2-sec snapshots. The real-time distributed data should contain every tick. In other software, like e.g. Realtick, you will see every tick. Only official T&S should be compacted ! Re: Mytrack Yes, the Realtime Feed is only 2 seconds as well. I regret this as well, as it renders the feed useless (for me at least). You will have to use DTN.IQ (IqFeed) or RT3 for this.
Exchanges have two feeds, the quote vendor feed and the feed that goes to trading terminals. Even expensive vendors like cqg will not get every tick as they only have the quote vendor feed and charts might not show the correct high and low that traders see on their trading terminal. That is why collecting data from IB is a good idea as that data comees from the trading feed.
Has anyone got the eurostoxx 50 working in neoticker with an IB feed? If so what is the symbol? I am having problems with this market but not with any others.