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Date/Time: Thu, 25 Apr 2024 03:51:55 +0000



Full book for DAX?

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[2020-01-09 19:48:33]
User311344 - Posts: 136
Could you advice which datafeed working with Sierra offers full depth for DAX@EUREX? Thanks in advance.

EDIT: AMP just said Denali supports EUREX. Is that true?
Date Time Of Last Edit: 2020-01-09 20:34:05
imageampeurex.jpg / V - Attached On 2020-01-09 20:33:33 UTC - Size: 7.62 KB - 235 views
[2020-01-10 01:15:19]
Sierra Chart Engineering - Posts: 104368
At this time there is no Data Feed for EUREX that offers the full order book in the same way that the Denali Feed will give you 800 levels of Depth on CME Group Products.
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
[2020-01-10 07:56:53]
User311344 - Posts: 136
So Denali doesnt support Eurex?

Any plans to add other exchanges to Denali besides CME group?



Btw doesnt IQFeed support more than 10levels for DAX?
[2020-01-11 15:54:12]
Sierra Chart Engineering - Posts: 104368
At this time there is no Data Feed for EUREX that offers the full order book in the same way that the Denali Feed will give you 800 levels of Depth on CME Group Products.
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
[2020-01-27 13:17:15]
kremat0r - Posts: 41
What's the maximum for Sierra realtime data? I have for now 14 levels. Not so much for really fast dax.

Thanks.
[2020-01-27 23:41:14]
Sierra_Chart Engineering - Posts: 14076
Not sure how many levels of depth there are for EUREX, we would expect 20 but that would be the maximum.

Make sure you have not limited the number of levels within the 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-01-28 07:28:53]
kremat0r - Posts: 41
Not sure how many levels of depth there are for EUREX, we would expect 20 but that would be the maximum.

Can you check it? To be 100% sure.
I don't have limit of levels. For CME before I could see hundreds.

I know that for Eurex full book it's almost impossible, but 14 levels it's not enough.
[2020-01-28 09:54:17]
Sierra_Chart Engineering - Posts: 14076
There are 15 levels and that is all we have at this time.
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
[2020-01-28 11:30:31]
kremat0r - Posts: 41
Do you consider to ask for more levels? Is there any obstacles for that?
[2020-01-28 18:10:24]
Sierra_Chart Engineering - Posts: 14076
Our understanding is the limitation comes from CQG since that is the source of the 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, use the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-01-29 12:13:06]
kremat0r - Posts: 41
Thanks. I already contacted CQG. Let's wait for their response.
[2020-01-29 19:38:26]
Sierra_Chart Engineering - Posts: 14076
What a waste of time. That is pointless.
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

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