Date/Time: Fri, 03 Dec 2021 17:18:13 +0000
Post From: New Upcoming EUREX Full Order Book Data Feed (Now Available!)
|Sierra_Chart Engineering - Posts: 2140|
We expect the EUREX data feed to perform without any interruptions, this coming week and thereafter. The service is running stable and we have full confidence in it. Especially being we have full control over it.
These are the features of the data feed:
All users on the Sierra Chart Exchange Data Feed who also have the EUREX exchange active, now have the Denali Exchange Data Feed active on your account if it was not already and the Denali EUREX EOBI exchange is now active.
We will be deactivating the EUREX exchange on your Sierra Chart Exchange Data Feed service, next week and if you have no other exchanges active, will be deactivating that service.
In order to access the EUREX exchange, make sure you are running version 2223 or higher. Update instructions:
Also make sure you have the up-to-date Symbol Settings. Follow the instructions here:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettingsSteps (this happens automatically when you restart Sierra Chart)
At this time "test" access to EUREX has been removed.
To use the EUREX exchange, you need to complete the agreements/documents here and activate the EUREX EOBI exchange:
There is no cost for the real-time EUREX data from the Denali Exchange Data Feed for February 2021. So no cost for the rest of this month.
If you have any trouble accessing EUREX data, let us know by starting a new Support Request on this Support Board and we will help you.
- For the Market by Order data, all orders with a quantity of 2 and greater are now provided.
Requirement to use Denali Exchange Data Feed to access EUREX data within Sierra Chart:
And finally we expect around April 2021, to require this data feed be used for anyone requiring real-time EUREX data within Sierra Chart. So those users who require real-time EUREX data will have to use one of our new service packages which include the Denali Exchange Data Feed and also subscribe to the EUREX exchange.
The reason we are doing this is for two reasons. First, this is a very costly data feed, and we have to ensure our expenses are covered and also our obligations to Deutsche Börse are met. We are not going to be trying to compete with other sources of EUREX data. There simply will be a requirement to use our EUREX data feed by using one of our service packages which includes the Denali Exchange Data Feed.
We want to reiterate, that this is a major undertaking and a major expense and has very significant obligations which we have to Deutsche Börse, and we are not going to be in a position where we are trying to compete with sources of EUREX data and trying to convince users ours is the best. The simple fact is you want to use real-time EUREX data within Sierra Chart, you must use our own source of data and that is all.
This also will apply to DTN IQ Feed users. We will not be supporting DTN EUREX data after April 2021.
Secondly, it is much easier for us to support Sierra Chart when everyone has consistent data and when our own data feeds are being used.
This is also the very best EUREX data feed there is. And you will have the best experience accessing EUREX data when using this data feed. So this creates a better impression automatically for Sierra Chart. Since users will have a single consistent and best source of data without having to make choices.
We will also will be making delayed EUREX data available sometime during the week of February 15 to all users.
Now we also understand the circumstance of where you may have to pay the EUREX exchange fee twice. For example, you may be paying it through Interactive Brokers and then you would have to pay it again. This can also be especially a problem if you are considered a professional. We will work out some kind of solution for this in circumstances where it is a real issue. We will only be able to deal with this to the extent possible while still keeping obligations we have to Deutsche Börse. So there could still be potentially less common circumstances where you may have to pay a EUREX exchange fee twice (not professional).
Now you may think, that we are taking away freedom of choice in this regard. You are free to use Sierra Chart or discontinue to use Sierra Chart. That is your choice. We have invested a lot with this particular data feed, and it is completely appropriate for us to say that EUREX data comes only from a single unified source especially being we have the very best source directly out of Frankfurt. We have obligations with this data feed to maintain in order to continue to provide it.
Sierra Chart Support - Engineering Level
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Date Time Of Last Edit: 2021-03-15 10:55:23