Support Board
Date/Time: Tue, 25 Feb 2025 20:15:27 +0000
SC Eurex data feed - new micro contracts from 19 April
View Count: 1387
| [2021-03-23 19:07:02] |
| User13668 - Posts: 294 |
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Hi SC, I assume your new Eurex data feed will be offering these new micro contracts (micro DAX, EURO STOXX 50 and SMI) from Eurex when they start on 19 April? https://www.xetra.com/xetra-en/newsroom/press-releases/list-press-releases/Eurex-introduces-its-first-micro-futures-on-benchmark-indices-2584346 |
| [2021-03-24 03:37:17] |
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Yes but we do not know the specifications of these or the symbols at this time. The data feed will automatically track them when available but we have to add the necessary Symbol Settings to Sierra Chart. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-03-24 20:08:20] |
| User13668 - Posts: 294 |
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SC, There is more detail here: https://www.eurex.com/ex-en/find/circulars/circular-2575558 Not sure if you have seen that. Attachment 2 suggests Product Codes of FSXE for micro Euro Stoxx and FDXS for micro Dax. Interestingly it appears FSXE will trade in half points (0.5) unlike it's big brother the FESX which trades in whole points (1.0) |
| [2021-03-24 21:54:24] |
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Thank you for the information. We will set these up.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-19 07:27:28] |
| User282741 - Posts: 36 |
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Hello SC, DAX, STOXX micros are available for trading with AMP. I can't find the symbols. Where are they? |
| [2021-04-19 07:42:19] |
| User877753 - Posts: 152 |
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FWIW, FDXS (1€) and FXSE (1€) still on "only limited to certain test accounts" with Interactive Brokers. Given the bid ask spread : 14 (!!!) points for micro DAX, I can't say I miss it so far... |
| [2021-04-19 08:28:40] |
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We will be setting up these new symbols for CQG and Interactive Brokers later today. They are set up already for SC Data-All Services.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-21 08:00:50] |
| User256997 - Posts: 2 |
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hello , micro dax dooesnt work , the symbol is ok but when i open the graph it doesnt work
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| [2021-04-21 14:44:24] |
| User12089 - Posts: 365 |
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no real-time/any market data coming from micro EURO STOXX 50 from the SC Eurex datafeed - just a few data points for 20th Apr Mapped to CQG symbols |
| [2021-04-21 16:26:58] |
| Sierra_Chart Engineering - Posts: 18564 |
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This is what we see using the Denali EUREX data: http://www.sierrachart.com/image.php?Image=1619022321864.png We tested using the data direct from CQG but could not receive anything for the micro DAX because we do not have the authorization for EUREX through CQG. However, the symbol is recognized. We recommend using the EUREX data through the Denali Exchange Data Feed: https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#SetupInstructions_EUREX Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-22 19:25:41] |
| User12089 - Posts: 365 |
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i am using the SC EUREX data feed (with mapping to CQG symbols) - never mentioned any "direct" CQG feed the issue i reported was about MICRO EURO STOXX 50 = hope you make a difference between that and "DAX" the issue is still there - NO REAL TIME/ ANY DATA for MICRO EURO STOXX 50 from the SC EUREX data feed |
| [2021-04-22 20:16:09] |
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This is what we see for that symbol when using the Denali Exchange Data Feed for EUREX when connected to CQG: http://www.sierrachart.com/image.php?Image=1619122508448.png It is working properly and there is some data. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2021-04-23 07:13:23] |
| User12089 - Posts: 365 |
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no it is not working properly - the price for the micro never moves and more to the point, there is a big differential between it and the real-time price of the main/normal size EUR STOXX 50 show me a screenshot for the same date and time where the prices for the main and micro contracts match at the same date and time and in real-time |
| [2021-04-23 07:23:43] |
| User13668 - Posts: 294 |
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@12089 It's not SC's fault. No one is trading it! https://www.eurex.com/ex-en/markets/idx/stx/blc/Micro-EURO-STOXX-50-Index-Futures-2615510 Look at 22 April - 20 contracts, yes only 20 traded in the whole day!!!! Of course the price and bids/asks dont match the full contract when no one is getting trades away. Seems like Eurex have done a poor job getting market makers on board. If you go to the Prices/Quotes tab of that web site, today looks a little better with 43 trades already by 9am. |
| [2021-04-23 07:30:50] |
| User12089 - Posts: 365 |
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aaah thats sounds as much more professional analysis and response, thank you @12089 Now that we have done most of their job (at great expense of our time), SC has to do one more thing - show a screenshot (aka a test in the software industry) with two charts next to each other: 1. Micro EUR STOXX 50 with CQG symbol mapping (data still coming from SC Denali) 2. Micro EUR STOXX 50 with SC Denali symbol mapping Date Time Of Last Edit: 2021-04-23 07:31:26
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| [2021-04-24 07:48:52] |
| User13668 - Posts: 294 |
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@12089 Not sure who your broker is, but AMP have now SUSPENDED trading in the Eurex micros due to lack of liquidity: https://news.ampfutures.com/eurex-micro-indices-launched-ready-for-live-trading Not a good sign. Eurex aere really going to have to get their Market Makers fired up if they wsnt to make the micros a success like the CME ones are. |
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