The Bund Bobl Schatz Thread

out at 32.5

 

Hi all,

Any particular reasons why the Eurex fixed income futures volumes are well down.I know this week has a few important economic releases( markets possibly waiting etc..), but generally I have found that the volumes are relatively low( especially Bund/Bobl ).Any ideas why this is the case?

 

Only 850,000 bunds traded by 17.00 CET.!!??on a pay-rolls day- wtf????

 

bots are out of batteries

 

Hi,
I would like to speak about bund, bobl and shatz correlations...who follows who?

I know that this markets are influenced by dax and US 10-year bond

 

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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.

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Does that also mean that Zen-Fire have fixed the trade size bug on Eurex where it always showed 99 contracts on each trade?

 

That's correct. Eurex EBS on Zen-Fire offers last trade size and unfiltered streaming data.

 

Yes, Zen-Fire now shows last traded size on Eurex and it's unfiltered streaming data. Try it here: http://www.mirusfutures.com/landing/elitetrader_eurex_ebs.htm

 

Hi Mirus

I was comparing your time and sale Fdax data with my esignal feed and it seems your prints at bid or below, at ask or above, or in between are not always correct.

Sometimes it seems the bid and ask is faster to update than the actual trade so a sell bid print appears to execute on the ask.

Sometimes it seems its just out of sync, with say at ask and above prints shown executing in between the bid/ask.

Actual volume data seems to be correct though.

Can you please pass this on to your tech staff, thanks