Support Board
Date/Time: Thu, 28 Nov 2024 13:34:35 +0000
Post From: Question about packages and exchange fees.
| [2023-04-28 12:30:25] |
| SC Support - Posts: 1895 |
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I just made new account and I'm planning to access Eurex exchange products using TPO, Vwap, Market Depth Historical graph etc. The quality of data( market depth and tick trading) is very important. >> We have the EUREX EOBI Feed is the finest available to anyone, see below for more information on that What package do I need? I guess it should be Service Package 10, 11 or 12. What is the difference between 10 and 11 in my case? >> you mention that you want TPO, VWap and the Market Depth Historical Graph, so you would need at least SP11, you would need SP12 if you wanted access to the MBO Feature, as you put it "showing composition of the bid/ask orders" And do I really need Service Package 12? >> this is your decision, do you want to be able to see inside the offers above the best offer and bids below the best bid? Market By Order Data Another question is about exchange fees, if I pay for exchange fee today, do i need to pay again next week on the 1 of May? >> You might wait to activate real-time data until the 1st of May, so you are not paying a full exchange fee for just 1 day of Real-time Data) And the free CME data can be activated any time? >> this would depend upon whether you qualify as a Non-Professional, do you have a Futures Trading Account? ---------- https://www.eurex.com/ex-en/technology/connecting-to-the-exchange "EUREX EOBI = EUREX Enhanced Order Book Interface High through-put and low latency, un-netted with enhancements. Though most of the functional concepts are similar to the EUREX EMDI, the EOBI provides several enhancements including but not limited to: side, price, priority time stamp, and displayed quantity of each visible order and quote, trade price, and traded quantity, for each executed on-exchange trade, order book information disseminated without any depth limitation and manually entered trades and trade reversals by EUREX Market Supervision." https://www.eurex.com/ex-en/markets |