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Direct MessagesDate/Time: Thu, 25 Apr 2024 10:08:14 +0000
Post From: New Upcoming EUREX Full Order Book Data Feed (Now Available!)
| [2021-02-09 10:05:53] |
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We might just take the approach of just moving everyone over to it, straightaway this evening and just being very attentive to any problems and if we notice an issue we can switch back the users who are on the SC Exchange Data Feed using EUREX data back to the old feed. And then we are going to add a new exchange to the Denali feed for you to activate EUREX. There will be no cost this month. We just need to do some more configuration just to see if this is all going to work right. Although we really do not expect any problems. We remember the early days of EUREX on Barchart, where their EUREX feed would simply go out some mornings, and Barchart would not be available till their morning to get it working and we had to patch in another EUREX feed we had. These were the nightmare days. Now we have our own physical equipment, A top-quality Dell 640 (Dual Xeon Gold 6230 CPUs). This machine is incredibly powerful, probably 100+ the power that is needed. Presence in Frankfurt 2. Direct physical connectivity to Deutsche Borse T7 feeds. Very competent and reliable infrastructure provider. The data processing is done using Sierra Chart. 100% our own code and done properly. All proven and stable. Although part of the EUREX processing code is new, it is identical in most areas, and other areas, it follows the same general design pattern of our CME MDP processing. So there is simply little chance of anything going wrong. Just shows you how powerful Sierra Chart is. It is capable of processing exchange feeds with very low latency. We run two parallel copies of Sierra Chart on the server. if we are working on one for maintenance, another one is still receiving the data. This is another item from post #1 that we want to highlight again with this new 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.
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: 2021-02-09 10:37:16
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