Support Board
Date/Time: Sat, 23 Nov 2024 02:47:44 +0000
Post From: New Upcoming EUREX Full Order Book Data Feed (Now Available!)
| [2020-11-29 15:39:55] |
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Sierra Chart is going to be offering a new EUREX data feed part of the Denali Exchange Data Feed from the EUREX. Update 2021-02-12: This data feed is now available at this time. The details are as follows: - Provided out of Frankfurt Germany with servers colocated with Deutsche Börse. 10 Gb fiber link to Deutsche Börse T7 multicast feeds. (https://www.datacentermap.com/germany/frankfurt/ntt-frankfurt2.html). Each Sierra Chart user will have a dedicated connection to this particular data feed no matter your location. And no matter what other exchanges you are using. So if you are using CME, that data comes out of Chicago and EUREX originates out of Frankfurt. So Sierra Chart maintains separate connections for CME and EUREX. Which also gives you the advantage, of not running in to connection limits even though you would be using two separate connections. - Low latency data. - Direct connectivity to Deutsche Börse T7 Reference Data (RDI) and T7 Extended Order Book Interface (EOBI). The EOBI has not as of yet been made available to the general public. We are the first to be offering this for retail traders. - Full order book. All levels of market depth will be provided. Not just simply 10 or 20. If there are 1000 levels of depth, there will be 1000 levels of depth visible. - High-quality Sierra Chart market data delivery equivalent to Denali Exchange Data Feed. - 100% accurate Bid Volume and Ask Volume based upon the exchange identification of the aggressor in the trade. There is no other data feed that Sierra Chart supports that has this 100% accurate. Even IQ Feed there is an estimation used. - Ability to recombine trades into the original summary trade based on actual exchange data. Supports this feature: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) - Delayed version of data feed available without an exchange fee. - Market by order data, supporting the new market by order feature: Market By Order Data All orders with a quantity of 2 and greater are now provided. -Tick by tick data for futures contracts on the EUREX begins at 2013. Prior to this the EUREX data is in 1 minute units and begins at 2010. Compare this to CQG where you have only access to 5 days of tick data and no more than 90 days of historical data for current contracts only. Not expired contracts. Expected release date: January 2021. The monthly exchange fee to be paid for this new EUREX exchange offering is still to be determined. This data feed is going to replace the EUREX exchange on the Sierra Chart Exchange Data Feed. All users using that EUREX data will be migrated over by us to this new EUREX data feed. The migration may not happen until February or March though. The project codename for this is: Bavaria Nice castle in Bavaria: https://togo.hotelbusiness.com/wp-content/uploads/2018/01/Mktwatch_Bavaria_Neuschwanstein2.jpg 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 Date Time Of Last Edit: 2021-02-13 08:23:52
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