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Date/Time: Thu, 25 Apr 2024 19:16:41 +0000



Eurex data feed

View Count: 1928

[2014-01-23 18:27:15]
User40117 - Posts: 56
Hello,

i'm a trader from belgium and just created a demo account with sierra chart. I trade FDAX only and i'm looking for better charting software and data feed. I compared the GER30 feed with my current Patsystems feed and they are very different ?... I also need good historical data and correct volume (real-time) for my indicator.

However, I saw a post about a new Eurex data feed ? Is it possible to try this in a demo account ?
Is the c++ API for Sierra Chart available for download ?

ty and regards


[2014-01-23 20:31:08]
Sierra Chart Engineering - Posts: 104368
GER30 is a CFD symbol. It is not futures prices.

We do have a new full tick by tick EUREX feed which works very well. It does have a problem with Bid Volume and Ask Volume calculations at the moment, but you probably do not need that. That is used for specialized studies like Numbers Bars or Bid Volume versus Ask Volume. There is no demo available for it. For information about the Sierra Chart Real-time and Historical Futures data feed, refer to this page:
http://www.sierrachart.com/index.php?l=doc/SierraChartRealTimeFuturesStockDataFeed.php

What API are you referring to? If you are referring to the Sierra Chart ACSIL, then this is certainly available to be used with a Sierra Chart trial. ACSIL is documented here.
https://www.sierrachart.com/index.php?l=doc/doc_CreatingDLLs.html


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: 2014-01-24 07:22:07
[2014-01-24 06:10:23]
User40117 - Posts: 56
Thank you

The problem i currently have is that i don't recieve unfiltered data, this means my volumes are not correct and these are most important for my indicator. My current broker / feed provider only gives 10 ticks / second.
If your data feed is unfiltered, will my volumes be correct or is the real-time data backfilled automatically with historical data in Sierra Charts (on f.e. every bar close) ?

ty and regards,
[2014-01-24 07:24:19]
Sierra Chart Engineering - Posts: 104368
The Sierra Chart EUREX data feed is unfiltered. It is tick by tick. And the volumes will be correct.

Historical Daily and Intraday data is provided so the charts will be automatically backfilled. You will receive the full tick by tick data in real-time and also historically when connecting to the data feed and the missing data is downloaded.
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
[2014-01-25 08:08:36]
User40117 - Posts: 56
ok, I will give it a try.

Now i will also need a new broker, i was thinking IB but it seems you are not recommending them. I read here that there sometimes are some issues with orders ?...

What combo would you recommend ?



[2014-01-25 09:51:20]
Sierra Chart Engineering - Posts: 104368
You can have a look any of these Trading services or supported backend trading platforms:

TransAct (They have said they are adding support for the full tick by tick EUREX data feed)
OEC (Does not have the full tick by tick EUREX data feed)
TT FIX (full tick by tick EUREX data feed)
CTS T4 (Full tick by tick EUREX data feed)

You can find more information on this page:
http://www.sierrachart.com/index.php?l=doc/data.php
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: 2014-01-25 09:51:41
[2014-01-25 18:15:54]
Ghtais - Posts: 11
Hi

I'am very interested by your date feed. I trade FDAX only.
When do you think you can solve the issue with bid and ask volume ?
thank you

[2014-01-28 00:51:39]
Sierra Chart Engineering - Posts: 104368
By the EUREX open today, the problem will be substantially resolved.

We are going to put forth a technical discussion about this on the Support Board.

We will explain more and also put forth a possibility the problem is completely resolved. It will be made more clear once we explain the technical details of all of this.
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
[2014-01-29 09:17:18]
Sierra Chart Engineering - Posts: 104368
At this point, it is our position that the bid/ask volume issue with EUREX is resolved:
Technical Discussion: EUREX Bid Volume and Ask Volume
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

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