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Date/Time: Sat, 23 Jan 2021 13:25:15 +0000



[Sticky] - New Upcoming EUREX Full Order Book Data Feed

[2020-11-29 15:39:55]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Sierra Chart is going to be offering a new EUREX data feed part of the Denali Exchange Data Feed from the EUREX. The details are as follows:

- Provided out of Frankfurt Germany with servers colocated with Deutsche Börse. 10 Gb fiber link to Deutsche Börse T7 multicast feeds. (https://www.datacentermap.com/germany/frankfurt/ntt-frankfurt2.html).

- Low latency data.

- Direct connectivity to Deutsche Börse T7 Reference Data (RDI) and T7 Extended Order Book Interface (EOBI). The EOBI has not as of yet been made available to the general public. We are the first to be offering this for retail traders.

- Full order book. All levels of market depth will be provided. Not just simply 10 or 20. If there are 1000 levels of depth, there will be 1000 levels of depth visible.

- High-quality Sierra Chart market data delivery equivalent to Denali Exchange Data Feed.

- 100% accurate Bid Volume and Ask Volume.

- Ability to recombine trades into the original summary trade based on actual exchange data. Supports this feature:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#CombineTradesIntoOriginalSummaryTrade

- Delayed version of data feed available without an exchange fee.

- Market by order data, supporting the new market by order feature:
https://www.sierrachart.com/index.php?page=doc/MarketByOrder.php

-Tick by tick data for futures contracts on the EUREX begins at 2013. Prior to this the EUREX data is in 1 minute units and begins at 2010. Compare this to CQG where you have only access to 5 days of tick data and no more than 90 days of historical data for current contracts only. Not expired contracts.

Expected release date: January 2021.

The monthly exchange fee to be paid for this new EUREX exchange offering is still to be determined.


This data feed is going to replace the EUREX exchange on the Sierra Chart Exchange Data Feed. All users using that EUREX data will be migrated over by us to this new EUREX data feed. The migration may not happen until February or March though.

The project codename for this is: Bavaria

Nice castle in Bavaria:
https://togo.hotelbusiness.com/wp-content/uploads/2018/01/Mktwatch_Bavaria_Neuschwanstein2.jpg
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-01-19 15:55:55
[2020-11-29 23:48:55]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
And we will also offer this new EUREX data feed and all of its functionality including historical market depth data, 10 minute delayed, to our users as part of the Advanced Service Package.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-11-29 23:48:59
[2020-12-06 20:25:02]
User740709 - Posts: 63 | Ending Date: 2021-08-29
Thanks and hello,

From the information above, it looks as if the Denali datafeed is going to be somehow "divided" into the feed for Eurex market and feed for the remaining markets.

Last time, when I raised the question regarding Eurex datafeed free trial, I was supposed to first buy the Denali datafeed and only then I could have asked for the "free" trial.

My question is - Is it going to be the same, i.e. if I want to use the Eurex datafeed, I have to purchase the Denali datafeed first even though I never trade other than Eurex markets?

Regards,
H.
[2020-12-06 21:01:31]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
No, why do you say this?:
From the information above, it looks as if the Denali datafeed is going to be somehow "divided" into the feed for Eurex market and feed for the remaining markets.

No this is not true:
Last time, when I raised the question regarding Eurex datafeed free trial, I was supposed to first buy the Denali datafeed and only then I could have asked for the "free" trial.

My question is - Is it going to be the same, i.e. if I want to use the Eurex datafeed, I have to purchase the Denali datafeed first even though I never trade other than Eurex markets?
You can try the data feed by using the upcoming free/included delayed EUREX data. That would be the best way to do a trial.

If you want real-time data, then yes you will have to pay for the Denali data feed, which is free in the first month used (assuming you have not used it previously), and also the exchange fee.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-06 21:02:36
[2020-12-07 07:29:34]
User740709 - Posts: 63 | Ending Date: 2021-08-29
Hello and thank you for your answer.

"No, why do you say this?:..."
Sorry for confusing, let me rephrase what I meant by the "division". Is the price structure going to be the same? I.e. will the traders who want to use Eurex datafeed still have to pay for the Denali feed for other markets first and only then add Eurex feed to it, even though they do not trade other than Eurex market?

Thanks.
Regards,
H.
[2020-12-07 08:39:43]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
The answer is yes you do have to pay for the Denali exchange data feed but that data feed is going to then include the new EUREX exchange.
Sierra Chart Support - Engineering Level

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[2020-12-17 18:00:36]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
We got this from deutsche-boerse.com yesterday:


This is to confirm your order of a new CEF® Line via MD+S interactive:

Proximity - Frankfurt 10 GB Eurex OBO Connection, Logical Line ID 103593, 10 GB
Leased lines will be further processed with the line carrier. We will notify you as soon as the line is ready for connection test.

This is the real thing. We are connecting in direct to the exchange.

We are in a category, unlike most/all of our other competitors.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-17 18:01:35
[2020-12-23 09:48:37]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
To give users an idea of how many levels of market depth you can expect to see for EUREX products with this new data feed, we are looking at December 2020 FDAX now on trade date December 7 during a packet capture replay, and we see about 250 levels of depth.
Sierra Chart Support - Engineering Level

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[2020-12-26 07:40:45]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
All users will have access to the delayed EUREX feed which will include full market depth and market by order data.
Sierra Chart Support - Engineering Level

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[2020-12-27 18:26:14]
User450463 - Posts: 50 | Ending Date: 2021-01-31
If this will be ready in January, do we have to wait until March for the migration? Can we request a migration sooner? The sooner I have to stop paying for two data feeds from you, the better.

Pls advise.
[2020-12-27 18:56:41]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
We are going to handle the migration for you. And we would expect to do that in February.

There is nothing you need to do. We will handle all the details and disable the Sierra Chart Exchange Data Feed if you are not using it for any other exchange other than EUREX. We will gracefully handle the transition for you.
Sierra Chart Support - Engineering Level

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[2020-12-30 20:00:27]
BenjFlame - Posts: 80 | Ending Date: 2021-02-01
Hello,
Will traders based on Europe, be able to get Eurex Daneli feed without the feed being routed to USA first? Like Direct Frankfurt -> Paris (France) ?
[2020-12-30 20:05:19]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Like Direct Frankfurt -> Paris (France) ?
Yes this is how it will work.
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[2020-12-30 20:09:24]
BenjFlame - Posts: 80 | Ending Date: 2021-02-01
Excellent news. Last year I was complaining there was no good solution for European based Eurex trader: https://www.sierrachart.com/SupportBoard.php?ThreadID=47193

And now it will be supported natively in the Great Daneli feed. Good job!!

Only thing missing now is stocks support with market depth :D
[2020-12-30 20:34:23]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Only thing missing now is stocks support with market depth :D
This is also coming near-term. We will be offering a NASDAQ data feed with market depth data:
https://www.sierrachart.com/SupportBoard.php?ThreadID=57756
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-30 20:36:34
[2020-12-30 20:42:36]
BenjFlame - Posts: 80 | Ending Date: 2021-02-01
Your commitment to make your product better and better is amazing.
[2020-12-31 07:28:15]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Additional features added to first post:
- 100% accurate Bid Volume and Ask Volume.

- Ability to recombine trades into the original summary trade based on actual exchange data. Supports this feature:
https://www.sierrachart.com/index.php?page=doc/ChartSettings.html#CombineTradesIntoOriginalSummaryTrade

- Delayed version of data feed available without an exchange fee.

Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-12-31 07:59:16
[2020-12-31 09:46:05]
nicktrader - Posts: 503 | Ending Date: 2021-07-10
Will EUREX/ Denali be offered as planned on January 1st?
[2020-12-31 09:48:48]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
No we do not have the infrastructure in place yet. It is in the process of being set up.
Sierra Chart Support - Engineering Level

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[2020-12-31 09:52:47]
BenjFlame - Posts: 80 | Ending Date: 2021-02-01
What's the current release date estimation?
Date Time Of Last Edit: 2020-12-31 09:53:00
[2020-12-31 10:44:49]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
It is really very hard to say. We fully expect it will be done in January. It is clear it is not going to be in the first two weeks.
Sierra Chart Support - Engineering Level

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[2021-01-06 15:44:55]
User98716 - Posts: 3 | Ending Date: 2021-02-26
Any news as to when the EUREX data feed will be live and operational as I would like to compare it with other provides for the DAX/GER30 market. Also do you have any indication as to the price?
[2021-01-06 20:36:07]
Sierra_Chart Engineering - Posts: 914 | Ending Date: 2021-07-27
It is going to be after January 15. The equipment to go into the Frankfurt data center, has not yet arrived. But once that happens, everything will move forward quickly.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-01-06 20:36:31
[2021-01-08 15:50:52]
Sierra_Chart Engineering - Posts: 914 | Ending Date: 2021-07-27
We received two updates today, regarding progress of the infrastructure set up for the new EUREX data feed both of which confirm everything is on track. But we still cannot give an estimated date of availability but it is expected to be in January.
Sierra Chart Support - Engineering Level

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[2021-01-11 00:28:10]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Regarding pricing, for the extended order book feed. It will be reasonable. The exchange fee probably will be about 25 USD per month.
Sierra Chart Support - Engineering Level

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[2021-01-11 13:36:14]
User98716 - Posts: 3 | Ending Date: 2021-02-26
Will there be an exchange fee plus an additional fee for the data feed as indicated here - https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php
[2021-01-11 16:21:47]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Yes there is the cost of the Denali Exchange Data Feed as well.:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php

Understand this is an very expensive data feed for us to offer. Initially we we are going to be losing money on it.
Sierra Chart Support - Engineering Level

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[2021-01-11 16:41:42]
BenjFlame - Posts: 80 | Ending Date: 2021-02-01
Do you plan to open your feed to other softwares? Might be a way for you to make more $$ out of it.
[2021-01-11 16:47:21]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
That depends on the exchange and whether they allow this.
Sierra Chart Support - Engineering Level

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[2021-01-11 16:58:19]
User98716 - Posts: 3 | Ending Date: 2021-02-26
Perhaps you could give a breakdown of the total cost involved as it doesn't appear to be straightforward. At the moment the link to the pricing hasn't been updated for the new EUREX feed/exchange.

I may or may not have understood it correctly, but if you say the exchange EUREX fee is $25 and we also require the Denali Exchange Data Feed, which is also $25. Then the total cost is $50 to receive the EUREX market depth data feed?

Will there be a requirement to have a funded account for a discounted price similar to some of the other nonprofessional exchange options?
Date Time Of Last Edit: 2021-01-11 17:08:35
[2021-01-11 22:57:04]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Yes that is correct in regards to pricing. If you are on the Sierra Chart Order Routing Service the cost of the Denali feed is 20 USD per month:
https://www.sierrachart.com/index.php?page=doc/DenaliExchangeDataFeed.php#Pricing

There is no requirement for a funded account. The EUREX does not have that concept.

Although we may have a new package coming out to support the market by order data which would be a higher cost. As of yet that is not the case though. But you will still get the extended market depth even without this package.
Sierra Chart Support - Engineering Level

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[2021-01-12 10:59:46]
AndyFiX - Posts: 2 | Ending Date: 2021-07-11
There is no requirement for a funded account. The EUREX does not have that concept.

Hi, so do you mean I do not need to open an account with, say, AMP Futures in order to get these Eurex data for analysis only?
Thank you
[2021-01-12 15:21:34]
User450463 - Posts: 50 | Ending Date: 2021-01-31
Why can't we just get everything on Denali? I've been very happy with the performance. I'm thinking about getting CBOT data, which means I would have to keep both Denali and SC Data Feed. Is this possible, and will it ever happen if so? While it's not killing me to have both, I trade full time and treat it as a business expense which I would eliminate if possible

Thanks
[2021-01-12 16:45:29]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Hi, so do you mean I do not need to open an account with, say, AMP Futures in order to get these Eurex data for analysis only?
Yes that is absolutely correct.

EUREX will be part of the Denali data feed later in January 2021.

And when you are using both data feeds, there is a reduced cost:
https://www.sierrachart.com/index.php?page=doc/RealTimeDataFeedsAvailableFromSierraChart.php#UsingBothDenaliExchangeDataFeedAndSierraChartExchangeDataFeed
Sierra Chart Support - Engineering Level

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[2021-01-12 17:40:13]
User450463 - Posts: 50 | Ending Date: 2021-01-31
I pay for Denali through AMP and I pay for SC feed directly to you. Can I get the $10 credit?
[2021-01-13 00:20:11]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
In this case you cannot get the credit. However, it will not matter because we are going to be offering EUREX with the Denali data feed later this month.
Sierra Chart Support - Engineering Level

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[2021-01-20 11:19:16]
User343060 - Posts: 3 | Ending Date: 2021-12-13
Hi,

Do you have any news on when this new datafeed will be released ?

Thanks,

Maxime
Date Time Of Last Edit: 2021-01-20 11:19:40
[2021-01-20 13:50:12]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
We do not know still the exact date. The delay is on the Deutsche Boerse side.

Update: On our side, regarding all of the hardware and software set up, we expect this all to be done, by Friday. It is the physical connectivity to the exchange which is getting delayed. It should have been done by now.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-01-20 14:07:57
[2021-01-20 15:35:44]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Looks like the connectivity to the T7 EUREX feeds is going to be done this week. We cannot make a promise, but looks like we can have this out, next week.
Sierra Chart Support - Engineering Level

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[2021-01-21 17:22:39]
KMLDKM - Posts: 12 | Ending Date: 2021-08-23
Will server settings change for SC Futures Order Routing? Based in Germany and trading Eurex and CME. Current settings:

Primary Server: Server 3
Backup Server 1: Server 6
Backup Server 2: Server 2

Thanks
[2021-01-21 19:32:34]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
There are no changes with those settings because that only relates to order routing.
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Date Time Of Last Edit: 2021-01-21 19:32:41
[2021-01-22 03:07:03]
Sierra Chart Engineering - Posts: 93110 | Ending Date: 2021-04-05
Everything on the Sierra Chart side is now ready to go at this moment for EUREX but we have received information from Deutsche Borse that they will not have the T7 Extended Order Book Interface (EOBI) 10 Gb line ready until February 1. We do apologize for that.

This was ordered back in December. To be ready approximately January 15. And we timed, all the hardware installation in the Frankfurt 2 data center to match up.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-01-22 03:08:45

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