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Date/Time: Tue, 27 Oct 2020 20:36:17 +0000



[Sticky] - Regarding EUREX Feed from Frankfurt

[2020-09-18 19:14:15]
Sierra Chart Engineering - Posts: 90742 | Ending Date: 2021-04-05
We have previously said where we are working on integrating to the EUREX extended order book data feed which provides full market depth. This is a direct feed from EUREX out of Frankfurt.

We were hoping to get this release by November. This still might be the case.

There are two technical complications that we were not aware of that could delay this.

One of them involves the reference data which has to be accessed over a much more complex FIX/FAST data feed. We can handle that but there is more complexity to this.

There also multiple multicast connections required rather than just one.
Sierra Chart Support - Engineering Level

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[2020-09-19 15:38:51]
Sierra Chart Engineering - Posts: 90742 | Ending Date: 2021-04-05
This is from one of the EUREX technical documents for their data feed:
4.6
Freedom of choice
T7 does not need to provide any software for accessing the services offered. The T7 market and reference
data interfaces can be accessed using any platform capable of receiving multicast data feeds.
Participants can use any operating system, compiler version or programming language in order to develop
or use specific third party applications that are tailored to their requirements.

We very much agree with what they say and it is surprising to see something like this in a technical document.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-09-19 15:42:00
[2020-09-20 08:31:39]
nicktrader - Posts: 486 | Ending Date: 2021-07-10
Do you also try to provide the Cash Market?
[2020-09-20 10:02:49]
Sierra Chart Engineering - Posts: 90742 | Ending Date: 2021-04-05
No not at this time.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-09-25 10:47:02]
User12089 - Posts: 238 | Ending Date: 2020-11-15
well done folks - i am a big trader on Eurex and keenly expecting that

ps: Eurex is the main futures exchange in the EU and the EU economy is of the same size as that of the USA (CME etc), plus SC has many clients who are based in the EU/UK (i am one of them) - lets get that done asap

ps: i am also a professional software developer (with specific experience in the capital markets industry), if you need any extra help (even as a tester) let me know, hapy to help with whatever is feasible from your perspective. In fact if you have ANY datafeeds already trickling in i am happy to start paying for them and using them (can sort out the ref data myself)
Date Time Of Last Edit: 2020-09-25 10:48:58
[2020-10-12 04:11:14]
nicktrader - Posts: 486 | Ending Date: 2021-07-10
We were hoping to get this release by November. This still might be the case

Just asking. November as planned?
[2020-10-12 06:18:15]
Sierra Chart Engineering - Posts: 90742 | Ending Date: 2021-04-05
Possibly. Accessing and processing the Reference Data (RDI) is a lot more complicated than expected.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
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If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.
[2020-10-22 07:06:55]
Sierra Chart Engineering - Posts: 90742 | Ending Date: 2021-04-05
Regarding EUREX, we do expect the programming to support the EUREX extended order book (EOBI) data feed and the FIX/FAST reference data feed to be completed by the end of October or early November.

We will then have to see how soon thereafter we can then have the data feed operational for users. Not likely to be in November though. We still have to go through testing.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. If possible please keep your questions brief and to the point. Please be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

If your question/request has been answered and you do not have anything further, then it is easiest for us if you do not reply again to say thank you.

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