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Date/Time: Fri, 23 Apr 2021 16:40:06 +0000



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

[2020-11-29 15:39:55]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Sierra Chart is going to be offering a new EUREX data feed part of the Denali Exchange Data Feed from the EUREX.

Update 2021-02-12: This data feed is now available at this time.

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).

Each Sierra Chart user will have a dedicated connection to this particular data feed no matter your location. And no matter what other exchanges you are using. So if you are using CME, that data comes out of Chicago and EUREX originates out of Frankfurt. So Sierra Chart maintains separate connections for CME and EUREX.

Which also gives you the advantage, of not running in to connection limits even though you would be using two separate connections.

- 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 based upon the exchange identification of the aggressor in the trade. There is no other data feed that Sierra Chart supports that has this 100% accurate. Even IQ Feed there is an estimation used.

- 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

All orders with a quantity of 2 and greater are now provided.

-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: 2021-02-13 08:23:52
[2020-11-29 23:48:55]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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: 78 | 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: 95955 | Ending Date: 2022-04-10
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: 78 | 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: 95955 | Ending Date: 2022-04-10
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: 95955 | Ending Date: 2022-04-10
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: 95955 | Ending Date: 2022-04-10
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.
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[2020-12-26 07:40:45]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
All users will have access to the delayed EUREX feed which will include full market depth and market by order data.
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[2020-12-27 18:26:14]
User450463 - Posts: 71 | Ending Date: 2021-04-30
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: 95955 | Ending Date: 2022-04-10
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: 88 | Ending Date: 2021-03-06 [Expired]
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: 95955 | Ending Date: 2022-04-10
Like Direct Frankfurt -> Paris (France) ?
Yes this is how it will work.
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[2020-12-30 20:09:24]
BenjFlame - Posts: 88 | Ending Date: 2021-03-06 [Expired]
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: 95955 | Ending Date: 2022-04-10
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
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Date Time Of Last Edit: 2020-12-30 20:36:34
[2020-12-30 20:42:36]
BenjFlame - Posts: 88 | Ending Date: 2021-03-06 [Expired]
Your commitment to make your product better and better is amazing.
[2020-12-31 07:28:15]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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: 527 | Ending Date: 2021-06-16
Will EUREX/ Denali be offered as planned on January 1st?
[2020-12-31 09:48:48]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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: 88 | Ending Date: 2021-03-06 [Expired]
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: 95955 | Ending Date: 2022-04-10
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: 10 | Ending Date: 2021-04-01 [Expired]
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: 1040 | Ending Date: 2021-09-29
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: 1040 | Ending Date: 2021-09-29
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: 95955 | Ending Date: 2022-04-10
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: 10 | Ending Date: 2021-04-01 [Expired]
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: 95955 | Ending Date: 2022-04-10
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: 88 | Ending Date: 2021-03-06 [Expired]
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: 95955 | Ending Date: 2022-04-10
That depends on the exchange and whether they allow this.
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[2021-01-11 16:58:19]
User98716 - Posts: 10 | Ending Date: 2021-04-01 [Expired]
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: 95955 | Ending Date: 2022-04-10
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: 2021-06-17
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: 71 | Ending Date: 2021-04-30
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: 95955 | Ending Date: 2022-04-10
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: 71 | Ending Date: 2021-04-30
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: 95955 | Ending Date: 2022-04-10
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: 2021-10-16
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: 95955 | Ending Date: 2022-04-10
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: 95955 | Ending Date: 2022-04-10
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]
User649641489846 - Posts: 17 | Ending Date: 2021-08-20
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: 95955 | Ending Date: 2022-04-10
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: 95955 | Ending Date: 2022-04-10
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.

However, there will be some days after this, for the data feed to become available because there is additional infrastructure related work which has to be done first.

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: 2021-01-28 07:21:02
[2021-01-25 10:35:19]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
To be able to use the new EUREX data feed, requires that you are on version 2223 or higher. This is the Prerelease currently. To update, follow the instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

This data feed is not yet released but you need to be on this version or higher as soon as we make it available to be able to use it.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-01-25 10:35:33
[2021-01-25 23:36:23]
User103448 - Posts: 40 | Ending Date: 2021-05-11
Is there any release date known?

Br
[2021-01-26 05:17:38]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Once we get the connection from the EUREX we should be able to get it out the same day.

We cannot give any guarantees as to the date because this is not within our control at this point.
Sierra Chart Support - Engineering Level

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[2021-01-26 16:42:59]
SavantTrader - Posts: 27 | Ending Date: 2021-06-11
I'm currently using (and enjoying) your Denali Data + SC Order Routing.

Initially (in February), will I need to subscribe to EUREX on my control panel or will it simply become available?

I'm looking for EUREX futures, in particular: FGBL (BUND), FESX (STOXX), and FGBM (BOBL).
[2021-01-27 05:30:47]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
When the EUREX data feed becomes available you will have to activate that particular exchange in order to receive the data .
Sierra Chart Support - Engineering Level

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[2021-01-27 09:31:31]
ShuvFlowTrader - Posts: 4 | Ending Date: 2021-02-05 [Expired]
Hi, I am a demo user now. I am not able to see FDAX intraday delayed movement in chart, its stuck at 9:50 AM 25th Jan, is there any data restriction from Eurex for Demo account ?
I have tried opening a new chartbook, and tried reloading & recalculating..but its not moving. The ES & other CME instruments are working fine . Can you pls help ?

[Update]- I have reinstalled the latest version from Help menu and after that I could see the intraday delayed chart upto today morning 27th Jan, but the FDAX DOM is not showing the depth , neither the chart is moving.
Date Time Of Last Edit: 2021-01-27 09:39:57
[2021-01-27 09:35:11]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
At this time Sierra Chart does not provide streaming Delayed EUREX data but that will be out in February 2021 sometime.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-01-28 07:19:28
[2021-01-27 17:15:36]
User657945 - Posts: 214 | Ending Date: 2021-08-04
Friday is end of month and I do not want to renew the barchart eurex data feed can you confrim that febrauary 1 Eurex from Frankfurt will be running? This was initially suppoose to be by the end of the year then some time in January after the 15th then February 1st but no confirmation at 2 working days from the date. It's really frustrating.
[2021-01-27 18:39:04]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
It's really frustrating.
The delay is on the Deutsche Borse side.

can you confrim that febrauary 1 Eurex from Frankfurt will be running?
No we cannot confirm this.
Sierra Chart Support - Engineering Level

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[2021-01-27 20:50:03]
User657945 - Posts: 214 | Ending Date: 2021-08-04
"The delay is on the Deutsche Borse side." I'm not here to find a Guilty, this is not helping anybody,it's waste of time, I'm just letting you know that this way to make a so important migration plan, with changes in pricing plan, new pre-realease to get the new feed, creates too much uncertaninly and we all as traders have already to manage the market that is unpredictable, so it's a must to have brokers, charting and systems as musch as possible realiable.
[2021-01-28 07:17:21]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
These questions are just just wasting our time. We do not understand why you keep asking. We are doing our best. What is even the purpose here.

What is the concern with uncertainty.

We already have a good EUREX data feed available through the Sierra Chart Exchange Data Feed:
https://www.sierrachart.com/index.php?page=doc/SierraChartRealTimeFuturesStockDataFeed.php

Continue to use this data feed until the new data feed is available and when that data feed is available, in that same month there will be no additional cost for the data feed.

If you keep asking us of course we are going to transfer the responsibility for the issue over to Deutsche Borse. Please understand our time is highly valuable. And we do not even understand the purpose of all these questions. Do not post further about this. It is not helping anything.
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Date Time Of Last Edit: 2021-01-28 07:18:06
[2021-01-28 07:35:35]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
This thread is now locked.
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[2021-02-01 12:05:50]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We expect to have the new EUREX data feed out this week (February 1, 2021) assuming no unexpected technical complications.
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Date Time Of Last Edit: 2021-02-01 12:05:57
[2021-02-02 09:26:24]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Deutsche Borse has completed the T7 line connectivity in Frankfurt 2 for us and now the data center doing the final patch.

Of course there is the actual step of making sure we get all of the IP routing right and actually access the data (Sometimes this takes some effort to get all figured out). If there are no complications with that, then as soon as the data center finishes up, we can get the feed after a day of monitoring.
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Date Time Of Last Edit: 2021-02-02 10:06:42
[2021-02-04 01:29:50]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
As we suspected could happen, we are running into a problem related to IP routing and we are not able to access the multicast feeds. We need to work this out with EUREX. We do not know how long this is going to take.

There is significantly more complexity accessing this data than there is CME multicast data.

We have a call with Deutsche Borse support regarding this February 5. We hope to get it resolved during that call.
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Date Time Of Last Edit: 2021-02-04 15:44:43
[2021-02-05 20:15:19]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We had the call with EUREX this afternoon and worked out the issue of not being able to access the multicast data feeds.

That is resolved and we can now access the feeds.

The issue was something during the process we discovered ourselves where the server had two 10 Gb connections but only one of them was to the Deutsche Borse T7 infrastructure. We were using the wrong connection link. Being everything is done remotely, using remote hands of the Frankfurt 2 data center, these things were just not obvious to us.

However, reference data feed (RDI) which is the first step with feed processing, does not have the same data that we had in the packet capture file which was used for testing so we need to understand the reason and work this out.

This remains a top priority for us to determine what the problem is. We will be working on it today, Sunday. But we just do not know how long it will take.
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Date Time Of Last Edit: 2021-02-07 19:26:36
[2021-02-07 19:14:55]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We think we have identified the problem. We were using version 9 of the T7 XML schema file for the reference data (RDI) when apparently the production environment still is using version 8.

We will know when the market opens up.

This only makes sense we just have a version issue because the T7 data feed processing has been well tested previously. There just should not be any problem now.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-08 08:36:46
[2021-02-08 08:10:01]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We have solved the problem with the Reference Data (RDI) but now the next issue is we are not receiving any data from the EUREX extended order book multicast feeds. We have contacted Deutsche Borse about this.

We know it is one thing after another but this is not unusual with a complex project like this especially one that involves very high costs and complexities.

When we mention the high cost, the relevancy of that is that this is a 10,000 + USD/month cost for the presence in Frankfurt 2 and the connectivity to the T7 feeds. So we are only now testing out in a production environment. All of our testing previously was using packet capture data.

However, we are very competent, and have the support of Deutsche Borse. So we can work through any issues quickly and competently.
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Date Time Of Last Edit: 2021-02-09 09:52:50
[2021-02-08 12:38:53]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
This is from Deutsche Borse:
Regarding multicast feeds, we have just corrected the AP-configuration on our side.

We are now getting the data.


But we are still not quite there because we are not seeing any market depth data at the chart level and we have to examine that closely. It would have to be related to the snapshot data. We should have this resolved today.
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Date Time Of Last Edit: 2021-02-08 14:40:48
[2021-02-09 02:16:45]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We are making good progress. We should have the data feed fully working by morning but we will still need about a day of testing to verify.

The latest issue, is that the documentation from EUREX was just simply wrong in regards to snapshot data message sequence numbers. So we have to work on a different implementation of working with those.
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Date Time Of Last Edit: 2021-02-09 04:47:52
[2021-02-09 04:49:03]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10

The latest issue, is that the documentation from EUREX was just simply wrong in regards to snapshot data message sequence numbers.
This actually was not correct. We misinterpreted what particular sequence number the documentation was referring to (message sequence versus packet sequence).

Although the way they structure the snapshot market by order data is hard to match up with particular instruments. This is one of the problems and we have this now worked out but we will do some further improvements.

The EUREX EOBI data feed is now operational and we will be monitoring. Although it is not yet released to users. We need to monitor it, for a couple of days first.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-09 04:53:22
[2021-02-09 09:36:48]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
The new EUREX EOBI data feed is performing properly. At this point no problems observed. We are seeing 200+ levels of market depth currently on FDAX.

We will get it out this evening.

We see about 240 market depth levels on FGBL.

Make sure your installation of Sierra Chart is up-to-date. Instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate
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Date Time Of Last Edit: 2021-02-09 10:02:34
[2021-02-09 10:05:53]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We might just take the approach of just moving everyone over to it, straightaway this evening and just being very attentive to any problems and if we notice an issue we can switch back the users who are on the SC Exchange Data Feed using EUREX data back to the old feed.

And then we are going to add a new exchange to the Denali feed for you to activate EUREX. There will be no cost this month.

We just need to do some more configuration just to see if this is all going to work right.

Although we really do not expect any problems. We remember the early days of EUREX on Barchart, where their EUREX feed would simply go out some mornings, and Barchart would not be available till their morning to get it working and we had to patch in another EUREX feed we had. These were the nightmare days.

Now we have our own physical equipment, A top-quality Dell 640 (Dual Xeon Gold 6230 CPUs). This machine is incredibly powerful, probably 100+ the power that is needed. Presence in Frankfurt 2. Direct physical connectivity to Deutsche Borse T7 feeds. Very competent and reliable infrastructure provider. The data processing is done using Sierra Chart. 100% our own code and done properly. All proven and stable. Although part of the EUREX processing code is new, it is identical in most areas, and other areas, it follows the same general design pattern of our CME MDP processing.

So there is simply little chance of anything going wrong.

Just shows you how powerful Sierra Chart is. It is capable of processing exchange feeds with very low latency. We run two parallel copies of Sierra Chart on the server. if we are working on one for maintenance, another one is still receiving the data.

This is another item from post #1 that we want to highlight again with this new data feed:
- 100% accurate Bid Volume and Ask Volume based upon the exchange identification of the aggressor in the trade. There is no other data feed that Sierra Chart supports that has this 100% accurate. Even IQ Feed there is an estimation used.

Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-09 10:37:16
[2021-02-10 02:58:47]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We realize there is one complication with releasing this new data feed.

We are working to release it for when the service in Sierra Chart is set to SC Data- All Services.

And this would apply for all users who are using version 2223 or higher.

We will update this thread when done.

To release it for other services, everyone has to be moved all at the same time and users will need to be on version 2223 or higher. So we have to make sure all of the users of our existing EUREX data feed are notified.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-10 04:51:08
[2021-02-10 05:40:43]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Ok this is the situation, in order to not cause disruptions to existing EUREX data users, we are only able to release this data feed for this service for now: SC Data-All Services.

You need to be running version 2227, the prerelease, or higher.

And you need to have the Denali exchange data feed active by using package 10, 11, or 12 or activating the Denali Data Feed here:
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliExchangeDataFeed

If you already have the Denali data if active, nothing further you need to do. There is no exchange you need to enable at this time. Anyone using the Denali data feed will have access to the EUREX data when using the SC Data-All Services service and running version 2227 or higher.

We are releasing 2227 in about 10 minutes.


We will have to get everyone who is currently using the EUREX exchange on the SC exchange data feed, on version 2223 or higher and then switch everyone over all at once. And there will be no cost for these users, for the new EUREX data feed for February. We expect to execute all of this in the next 2 to 3 days.

And then at that time we will also support this new EUREX data feed for all of the supported Trading services. Really the burden that is placed on us, by supporting a different Sierra Chart versions, so many different trading services, and many users, is very difficult.

Take businesses like CQG, Trading Technologies, Rithmic. They just work with one single service and symbols, their own. We are dealing with far greater complexity, and we are considerably smaller than they are.

And we also need to make it clear, that you can never rely upon continuing to use an older Sierra Chart version. Sometimes those just simply have to be locked out and discontinued permanently because they simply are not compatible with external updates. And in the rare case, custom studies need to be recompiled for a newer version, that is easily done.

For example anyone using CQG, we are going to have to lock out anything under the current version 2226 in a week or two.

We simply are no longer going to be accommodating to anyone, who asks us to continue to support an older version. The burden and the complexity, that is placed on us, is not something we are willing to deal with. And besides newer versions deliver higher performance.
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Date Time Of Last Edit: 2021-02-10 05:53:02
[2021-02-10 11:10:26]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Regarding post 66 and 67, refer to this incident here:
https://www.sierrachart.com/SupportBoard.php?ThreadID=60670

And now users should understand, why we want to phase services out. Why we want to phase out Transact, Rithmic, Gain Capital, CTS. And the Barchart data feed. We do not need all of this complication.

Although Rithmic is being supported again, with support of the DTC Protocol by Rithmic but that is something they are responsible for themselves. Not us.

But if you are using Transact, Gain capital or CTS you need to move off. All of these services will be phased out by Sierra Chart by 2022.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-10 11:13:01
[2021-02-11 03:43:12]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
After reverting access to the new EUREX EOBI data feed we are now releasing it again under the following conditions:

User must be running version 2227 or higher. This is currently the prerelease.


AND:

This EUREX data feed is only accessible on the SC Data- All Services service. Not other services.

If you are using some other service and need to have access to real-time EUREX data, then do not update to 2227. And instead use the main release which is 2226.

AND:

User needs the Denali Exchange Data Feed active. No exchanges have to be active. You will be given access to the EUREX EOBI exchange for the time being. This is just considered at this point as "test" access.

Or, user needs the SC Exchange Data Feed active and EUREX exchange active with that data feed.


This is in effect at this time. If there any issues, start a support request. Please do not use tickets, use this Support Board

----

The above is considered temporary test access. Friday after the close, we will make this data feed fully available under all conditions.

After Friday, February 12, 2021 users using the Denali Exchange data feed or the SC Exchange data feed, will need to have version 2223 or higher to access EUREX data.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-11 04:43:59
[2021-02-11 15:52:28]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We have encountered a stability issue, exception during the processing of the EUREX data feed. This caused an interruption around the 10 AM US Eastern time hour on 2021-2-11.

Until this problem is identified and resolved we cannot release this feed. Test access can continue for now but there is no further access planned.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-12 09:16:39
[2021-02-11 22:27:48]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Regarding post #70, good chance we can still get the new EUREX data feed out for all users by Monday.

We have added exception handling to trap the exception which will ensure that there is no abnormal shutdown of the data feed process. We still will identify specifically where the problem is and resolve.

The test access as described in post #69 will continue to be maintained.
Sierra Chart Support - Engineering Level

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[2021-02-12 09:15:51]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
The issue which caused this is now resolved:
We have encountered a stability issue, exception during the processing of the EUREX data feed. This caused an interruption around the 10 AM US Eastern time hour on 2021-2-11.

Until this problem is identified and resolved we cannot release this feed

It was caused by the access to the buffer containing snapshot packets, when the snapshot data feed was being closed down after the initial feed startup.

We are still going ahead with the plan on getting this new EUREX feed out to all users who are subscribed to the feed before Monday.

At this point, the the development regarding the EUREX feed is considered complete other than some additional work on market by order data and also including the instrument status (Indicating the state of the market like whether it is pre-open, open and halted things like that).
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-12 09:18:10
[2021-02-12 17:36:30]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
There was an interruption at 16:00 CET for a few minutes with this EUREX data feed because there was an unexpected reconnect:

Performing scheduled delayed daily reconnect to the Data/Trade service. | 2021-02-12 16:00:07.224

We are looking into the cause and will resolve.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-02-12 17:36:44
[2021-02-13 00:27:11]
Sierra_Chart Engineering - Posts: 1040 | Ending Date: 2021-09-29
We expect the EUREX data feed to perform without any interruptions, this coming week and thereafter. The service is running stable and we have full confidence in it. Especially being we have full control over it.

These are the features of the data feed:
https://www.sierrachart.com/SupportBoard.php?PostID=242390#P242390

All users on the Sierra Chart Exchange Data Feed who also have the EUREX exchange active, now have the Denali Exchange Data Feed active on your account if it was not already and the Denali EUREX EOBI exchange is now active.

We will be deactivating the EUREX exchange on your Sierra Chart Exchange Data Feed service, next week and if you have no other exchanges active, will be deactivating that service.

In order to access the EUREX exchange, make sure you are running version 2223 or higher. Update instructions:
https://www.sierrachart.com/index.php?page=doc/SoftwareDownload.php#FastUpdate

Also make sure you have the up-to-date Symbol Settings. Follow the instructions here:
https://www.sierrachart.com/index.php?page=doc/GlobalSymbolSettings.php#UpdateSettingsSteps (this happens automatically when you restart Sierra Chart)

At this time "test" access to EUREX has been removed.

To use the EUREX exchange, you need to complete the agreements/documents here and activate the EUREX EOBI exchange:
https://www.sierrachart.com/UserControlPanel.php?page=ServicesActivation#DenaliEUREX

There is no cost for the real-time EUREX data from the Denali Exchange Data Feed for February 2021. So no cost for the rest of this month.

If you have any trouble accessing EUREX data, let us know by starting a new Support Request on this Support Board and we will help you.

- For the Market by Order data, all orders with a quantity of 2 and greater are now provided.


============

Requirement to use Denali Exchange Data Feed to access EUREX data within Sierra Chart:

And finally we expect around April 2021, to require this data feed be used for anyone requiring real-time EUREX data within Sierra Chart. So those users who require real-time EUREX data will have to use one of our new service packages which include the Denali Exchange Data Feed and also subscribe to the EUREX exchange.

The reason we are doing this is for two reasons. First, this is a very costly data feed, and we have to ensure our expenses are covered and also our obligations to Deutsche Börse are met. We are not going to be trying to compete with other sources of EUREX data. There simply will be a requirement to use our EUREX data feed by using one of our service packages which includes the Denali Exchange Data Feed.

We want to reiterate, that this is a major undertaking and a major expense and has very significant obligations which we have to Deutsche Börse, and we are not going to be in a position where we are trying to compete with sources of EUREX data and trying to convince users ours is the best. The simple fact is you want to use real-time EUREX data within Sierra Chart, you must use our own source of data and that is all.

This also will apply to DTN IQ Feed users. We will not be supporting DTN EUREX data after April 2021.

Secondly, it is much easier for us to support Sierra Chart when everyone has consistent data and when our own data feeds are being used.

This is also the very best EUREX data feed there is. And you will have the best experience accessing EUREX data when using this data feed. So this creates a better impression automatically for Sierra Chart. Since users will have a single consistent and best source of data without having to make choices.

We will also will be making delayed EUREX data available sometime during the week of February 15 to all users.

Now we also understand the circumstance of where you may have to pay the EUREX exchange fee twice. For example, you may be paying it through Interactive Brokers and then you would have to pay it again. This can also be especially a problem if you are considered a professional. We will work out some kind of solution for this in circumstances where it is a real issue. We will only be able to deal with this to the extent possible while still keeping obligations we have to Deutsche Börse. So there could still be potentially less common circumstances where you may have to pay a EUREX exchange fee twice (not professional).

Now you may think, that we are taking away freedom of choice in this regard. You are free to use Sierra Chart or discontinue to use Sierra Chart. That is your choice. We have invested a lot with this particular data feed, and it is completely appropriate for us to say that EUREX data comes only from a single unified source especially being we have the very best source directly out of Frankfurt. We have obligations with this data feed to maintain in order to continue to provide it.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2021-03-15 10:55:23
[2021-02-13 09:36:55]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-13 10:14:47
[2021-02-15 00:16:18]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-15 00:30:34
[2021-02-15 09:06:24]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-02-15 09:18:24]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-15 09:18:48
[2021-02-15 21:33:00]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-02-16 08:57:50]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-16 12:25:27
[2021-02-17 03:25:15]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-17 03:25:44
[2021-02-17 13:12:23]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-17 13:12:48
[2021-02-18 14:10:58]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-02-19 10:22:15]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
We are aware of a four-minute interruption at 16:01 CET time. This is explained here:
https://www.sierrachart.com/SupportBoard.php?ThreadID=61064

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

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Date Time Of Last Edit: 2021-02-19 10:22:37
[2021-02-20 05:21:10]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
Regarding post #84, the missing data is now patched.

Follow the instructions here:
https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#RetryDownloadDataInChart
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.
[2021-02-22 15:05:19]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2021-02-22 15:08:44
[2021-02-23 13:24:08]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-23 13:25:01
[2021-02-24 02:48:07]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-24 02:48:21
[2021-02-24 03:00:29]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-02-24 03:00:38
[2021-02-24 03:11:47]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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:
https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#RetryDownloadDataInChart
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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Date Time Of Last Edit: 2021-02-24 03:12:01
[2021-02-24 13:49:12]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-02-26 02:43:50]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-02-26 14:32:35]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-03-11 03:08:38]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-03-13 08:45:43
[2021-03-15 17:45:54]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-03-15 17:56:16
[2021-03-15 17:54:44]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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:
https://www.sierrachart.com/index.php?page=doc/HistoricalIntradayData.html#RetryDownloadDataInChart

You need to download data starting at 18:33 CET time.
Sierra Chart Support - Engineering Level

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[2021-03-16 14:34:53]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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[2021-03-16 14:34:54]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2021-03-16 14:35:03
[2021-03-17 15:15:41]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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

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Date Time Of Last Edit: 2021-03-17 15:15:57
[2021-03-24 04:13:30]
Sierra Chart Engineering - Posts: 95955 | Ending Date: 2022-04-10
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. If possible please keep your questions brief and to the point. Please be aware of support policy:
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Date Time Of Last Edit: 2021-03-24 04:13:53

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