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

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[2020-11-29 15:39:55] #1 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) - Delayed version of data feed available without an exchange fee. - Market by order data, supporting the new market by order feature: Market By Order Data 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 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 08:23:52

[2020-11-29 23:48:55] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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: 2020-11-29 23:48:59

[2020-12-06 20:25:02] #3 [Go To First Post]
User740709 - Posts: 150
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] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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: 2020-12-06 21:02:36

[2020-12-07 07:29:34] #5 [Go To First Post]
User740709 - Posts: 150
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] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2020-12-17 18:00:36] #7 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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: 2020-12-17 18:01:35

[2020-12-23 09:48:37] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2020-12-26 07:40:45] #9 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2020-12-27 18:26:14] #10 [Go To First Post]
User450463 - Posts: 113
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] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2020-12-30 20:00:27] #12 [Go To First Post]
BenjFlame - Posts: 305
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] #13 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Like Direct Frankfurt -> Paris (France) ? Yes this is how it will work. 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

[2020-12-30 20:09:24] #14 [Go To First Post]
BenjFlame - Posts: 305
Excellent news. Last year I was complaining there was no good solution for European based Eurex trader: Sierra Chart's flaw with Eurex data solution 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] #15 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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: Upcoming Data Feed Plans 2, New Exchange 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: 2020-12-30 20:36:34

[2020-12-30 20:42:36] #16 [Go To First Post]
BenjFlame - Posts: 305
Your commitment to make your product better and better is amazing.

[2020-12-31 07:28:15] #17 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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: Chart Settings: Combine Trades into Original Summary Trade (Data Feed and Exchange Specific) (Chart >> Chart Settings >> Chart Data >> Chart Data menu) - Delayed version of data feed available without 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: 2020-12-31 07:59:16

[2020-12-31 09:46:05] #18 [Go To First Post]
nicktrader - Posts: 665
Will EUREX/ Denali be offered as planned on January 1st?

[2020-12-31 09:48:48] #19 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
No we do not have the infrastructure in place yet. It is in the process of being set up. 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

[2020-12-31 09:52:47] #20 [Go To First Post]
BenjFlame - Posts: 305
What's the current release date estimation? Date Time Of Last Edit: 2020-12-31 09:53:00

[2020-12-31 10:44:49] #21 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 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

[2021-01-06 15:44:55] #22 [Go To First Post]
User98716 - Posts: 10
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] #23 [Go To First Post]
Sierra_Chart Engineering - Posts: 13940
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 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2021-01-06 20:36:31

[2021-01-08 15:50:52] #24 [Go To First Post]
Sierra_Chart Engineering - Posts: 13940
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 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, use the Teton service: Sierra Chart Teton Futures Order Routing

[2021-01-11 00:28:10] #25 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
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 Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, change to the Teton service: Sierra Chart Teton Futures Order Routing

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