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[Locked] - New Upcoming EUREX Full Order Book Data Feed (Now Available!)

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[2021-02-13 09:36:55] #75 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
In addition to the above post, and be sure to read that because it has a lot of updated current information. Version 2230, a prerelease, now supports the delayed EUREX EOBI data feed for Standard and Advanced package users. If your account is through a broker you may not have access to this data depending upon limitations. So you would need a direct Sierra Chart account in that case. So this is a good way to test the data feed and evaluate it, without having to complete any agreements/documents and pay an exchange fee. 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: 2021-02-13 10:14:47

[2021-02-15 00:16:18] #76 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The new EUREX data feed gracefully started up this evening. And is running smoothly. Everyone now should be on this new feed, who was previously using EUREX through the Sierra Chart Exchange Data Feed. You are now getting the data directly out of Frankfurt with the full order book and market by order data. Delayed data is also now available. So we can now close that chapter with EUREX previously through the data provider Barchart. Of course this is a new responsibility for us now with Deutsche Borse and this new EUREX feed. 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: 2021-02-15 00:30:34

[2021-02-15 09:06:24] #77 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There was a problem with the FGBX not showing any market depth data. This has been resolved. We are looking into the cause and we will implement a solution. 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

[2021-02-15 09:18:24] #78 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding this: There was a problem with the FGBX not showing any market depth data. This has been resolved. We are looking into the cause and we will implement a solution. The problem is the T7 data feed did not provide an instrument summary message, during the snapshot messages, and also did not provide it on the incremental feed either. We will implement a patch for this particular case. 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: 2021-02-15 09:18:48

[2021-02-15 21:33:00] #79 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We now realize, due to changes to support real time and delayed EUREX data from our new data feed, that all of our users who want to access historical EUREX data from our systems, need to be running 2230 or higher and we have made that the main release. This would apply to those users who are not subscribing to real-time EUREX 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2021-02-16 08:57:50] #80 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No issues with the new EUREX data feed today. Startup was normal. No issues with FGBX. That issue is resolved. 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: 2021-02-16 12:25:27

[2021-02-17 03:25:15] #81 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There was a problem during the morning of 2021-02-17 with market depth data not updating for EUREX. This is now resolved. We are not sure of the cause. It could be that the one code change we made to not rely on the T7 instrument summary which was necessary to resolve the previous case of this, had not been released for the data processing instance, that was providing the data. That data processing instance is now definitely updated to include that change if it was not previously. If we see the issue again, we will examine the log file for the cause. 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: 2021-02-17 03:25:44

[2021-02-17 13:12:23] #82 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There still are a couple of outstanding problems with market depth levels which are not clearing ( which we knew could happen due to the fact that we have to build the market depth order book ourselves without any controlling message from the exchange with the best bid/ask), and the initial starting of market depth processing. We will get these resolved. We want to set a track record of a solid 60 days no problems. 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: 2021-02-17 13:12:48

[2021-02-18 14:10:58] #83 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We finally discovered the issue where sometimes, the market depth would not be updating for some symbols during the beginning of the day/early in the morning. There is a sequence number that the snapshot feed provides indicating the last incremental sequence number, that was used to update the snapshot of limit orders delivered on the snapshot multicast feed. If we did not restart the connection to the multicast feeds, and a new trading day began, this sequence number needed to have been reset and it was not getting reset. We implemented two different solutions to this. So this issue should now be definitely solved. Regarding the overlapping depth levels that sometimes occurs, that is not surprising to us and we did implement a solution to that but we just want to see if it still occurs before we deploy 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

[2021-02-19 10:22:15] #84 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are aware of a four-minute interruption at 16:01 CET time. This is explained here: Irreparable data outage on new Denali EUREX feed. We were seeing re-connections at unexpected times, when the daily reconnect option was enabled in our server process and we have not known why that was happening. And we were not able to reproduce this during the debugging process. The reason for the problem is now identified and resolved. We are patching the missing historical data. This issue will not occur again. 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: 2021-02-19 10:22:37

[2021-02-20 05:21:10] #85 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding post #84, the missing data is now patched. Follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2021-02-22 15:05:19] #86 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The EUREX feed worked today with no issues. The only a potential outstanding issue is going to be undeleted market depth levels which would result in an overlap of the best bid and ask for a particular futures contract. The reason this occurs, and we forecasted that this potentially could occur, is because we have to build the market depth order book completely ourselves from individual orders. If the exchange does not send through a delete, for a particular order, or there is some loss of data, although we have not observed loss of data, then this problem can occur. It is technically challenging to resolve because the exchange does not transmit through the best bid and ask throughout the trading day. So it is not known definitively what the best bid and ask are when looking at the current state of the market depth data for a particular symbol. To the human mind it may be obvious just when looking at the data what are the undeleted levels. Programmatically though it is not so simple. We have to come up with a way to determine what are the undeleted levels. We have developed a solution though. Although it is running only on the secondary feed which is used in the background for failover. 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: 2021-02-22 15:08:44

[2021-02-23 13:24:08] #87 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The only issue today with the new EUREX EOBI data feed, is that we did not reset the connection and therefore the daily session values did not get reset, before the open in the new day in CET. So for example the Daily High and Low would reflect trading over two days. We were wanting to see if the T7 feed would send through instrument summaries to correct those but apparently not. We have a daily reset set in the 00:00 CET hour everyday now. 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: 2021-02-23 13:25:01

[2021-02-24 02:48:07] #88 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
There currently is a problem with the relaying of the EUREX Real-time and historical data feed to end users. The data feed is working in the background and this issue relates to some work we been doing related to market by order data. This will be resolved in approximately five minutes. 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: 2021-02-24 02:48:21

[2021-02-24 03:00:29] #89 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Real-time data is operational. Historical data will be available in a few minutes. We do apologize for the issue. It was related to a software update. We have gone back to the prior version. 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: 2021-02-24 03:00:38

[2021-02-24 03:11:47] #90 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The historical data is now fully available for EUREX. If you are missing any data in the chart, for this morning of 2021-02-24, then follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in 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, change to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-02-24 03:12:01

[2021-02-24 13:49:12] #91 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding historical market depth data for EUREX symbols: We do have this data and it has been recorded the last several months. And the EOBI version of this data, has been recorded since we started the EOBI data feed earlier this month in February 2021. This historical market depth EUREX data has to be copied from another system. In the interim, we will make EUREX historical market depth data available as of tomorrow morning, 2021-02-25 and going forward. Over the weekend, we will make all the prior data available. 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

[2021-02-26 02:43:50] #92 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Due to an issue in the new version of Sierra Chart, historical data was temporarily unavailable for this early morning, 2021-02-26 for EUREX. This is now resolved. The historical data will be available in 10 minutes. The issue relates to performance improvements in our data relaying, in order to support a separate connection for relaying market by order 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2021-02-26 14:32:35] #93 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
It has just come to our attention that the delayed EUREX feed may not be received. There is one bug related to this, and also a configuration change. We are putting out a new release to address this. This will be version 2234. 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

[2021-03-11 03:08:38] #94 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We have a problem with the EUREX data feed this morning. It will be restored, in a few minutes. There is an unusual issue, that we have never seen before with any of our data feeds, involving excessive writing of high and low records in some Intraday data files causing a condition where the storage space becomes unavailable. ---- The above issue has been resolved and will not occur again. Although the cause of it is not clear. However, preventative changes were made. 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: 2021-03-13 08:45:43

[2021-03-15 17:45:54] #95 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The EUREX feed went down about 6:30 PM Central European Time. This was due to the operating system restarting itself due to updates. We will make sure this does not happen again. We will get this feed back up in the next few minutes. This only demonstrates the absolute complete monumental stupidity of Microsoft. To have a server operating system restart itself. These guys are pure evil at this point in time. We have had this problem before with other servers. 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: 2021-03-15 17:56:16

[2021-03-15 17:54:44] #96 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
The EUREX data feed is back up and the historical data is restored. To download the missing data in your charts, follow the instructions here: Historical Intraday Data (Missing Data / Download Errors / Viewing More Data): Retrying the Download When There is Data in the Chart You need to download data starting at 18:33 CET 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, change to the Teton service: Sierra Chart Teton Futures Order Routing

[2021-03-16 14:34:53] #97 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Here is a video we did a of this Sierra Chart EUREX EOBI Data Feed as compared to others: https://videos.sierrachart.com/EUREX_data_feed_comparison_2021-03-15.webm 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

[2021-03-16 14:34:54] #98 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Here is a video we did of the Sierra Chart EUREX EOBI Data Feed as compared to others: https://videos.sierrachart.com/EUREX_data_feed_comparison_2021-03-15.webm 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: 2021-03-16 14:35:03

[2021-03-17 15:15:41] #99 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This evening we are going to implement an improved description field for EUREX symbols. This will be from the EUREX reference data feed. In the case of symbols like FGBL which are government bonds, it will not show the common name, but the maturity range. And indicate that they are government bonds. 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: 2021-03-17 15:15:57

[2021-03-24 04:13:30] #100 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Regarding the new micro contracts: https://www.xetra.com/xetra-en/newsroom/press-releases/list-press-releases/Eurex-introduces-its-first-micro-futures-on-benchmark-indices-2584346 Support for these certainly will be added but we do not know the specifications of these yet, we do not see them listed, or the symbols at this time. The Denali EUREX data feed will automatically track them when available but we have to add the necessary Symbol Settings for the different supported Data and Trading services. 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: 2021-03-24 04:13:53

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