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Direct MessagesDate/Time: Tue, 30 Apr 2024 14:37:04 +0000
Eurex data feed suffering delay
View Count: 614
| [2020-04-09 09:02:15] |
| User657945 - Posts: 226 |
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I noticed since about 2 weeks a delays of 1-2 seconds(1-2 ticks of difference) on Eurex data feed specific on FGBL german Bund future, the noise it's more present in slow market. I'm honest I never had any issue since 5 years of use of Sierra and it was always fast than the book of my italian broker but now it's worst any idea why. Of course no change on my machine no change or issue on networks. Thx |
| [2020-04-09 09:23:29] |
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We have let our data provider know about this. We apologize for this. We have observed this as well. We are working on an alternative source for EUREX data out of Frankfurt. But it is not likely to come for 4 to 6 months. The source will also be providing the full market depth. There definitely is going to be a major breakthrough with this, coming this year. We are determined to provide a proper high-quality EUREX solution. We acknowledge right now we do not have it. 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: 2020-04-09 09:34:27
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| [2020-04-09 09:44:04] |
| User657945 - Posts: 226 |
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Thank you it is very sad since I always use your data feed to press my broker to have a better solution and now the situation reversed:((. When you mean the full market depth you mean the ultra flow of Eurex or will be a good snapshot like it was before? Date Time Of Last Edit: 2020-04-09 09:45:21
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| [2020-04-09 09:51:24] |
| User657945 - Posts: 226 |
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Here the links to the 2 different type of data feed https://www.mds.deutsche-boerse.com/mds-en/data-services/real-time-market-data/derivatives-markets/Eurex-Ultra-1341054# https://www.mds.deutsche-boerse.com/mds-en/data-services/real-time-market-data/derivatives-markets/Eurex-Core-1341066 |
| [2020-04-09 11:31:06] |
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Not sure what feed it is, but certainly it is as good as or better than the ultra feed and additionally our understanding is we can obtain more than 15 levels of depth but we would have to look into that. We might be mistaken.
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 |
| [2020-04-09 13:47:30] |
| User657945 - Posts: 226 |
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Here another link where you can compare all the data feed choices on Eurex https://www.mds.deutsche-boerse.com/mds-en/data-services/real-time-market-data as you can see over the ultra there's only one service available that let me say is the istitutional level. Most of brokers and chart suppliers use the CORE also know as snapshot,then you can supply this Core service with good (as was till 2-3 weeks ago) or delaied like now and this is depending from the latency of your provider. My2cents Date Time Of Last Edit: 2020-04-09 13:48:24
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