Ringbinder
-Interested User-
Posts: 6
Joined: Feb 16, 2014
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Posted: Feb 16, 2014 11:50 AM
Msg. 1 of 19
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Feb 17, 2014 01:30 PM
Msg. 2 of 19
The Eurex exchange has multiple/different feeds that are available to data vendors vs. execution systems. After researching reports from customers and working with the exchange directly, we initiated a project to move to a different feed for Eurex data. The code for this change is running on our pre-production systems and we anticipate final QA testing to be completed within the next month if all goes well. We believe this new feed will provide the level of quote data needed to provide better matching against the trades.
Jay Froscheiser Vice President, Active Trader Products
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Jojojo
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Posts: 10
Joined: Nov 10, 2013
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Posted: Mar 6, 2014 09:39 AM
Msg. 3 of 19
Hello I'm very very interested in this , too. Would be nice to clear this things up. Do we get synchronized Bid-Ask-Trade Data at last or is this always remaining snapshot data ? I agree we are paying a good price , so I always asumed this as standard when saying unfiltered data.Unfortunately this seemes not to be so. So keep us informed, please. regs Jojo
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Jojojo
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Posts: 10
Joined: Nov 10, 2013
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Posted: Mar 6, 2014 10:48 AM
Msg. 4 of 19
This is close from NinjaTrader forums,
Bid ask data may not be natively time stamped from the provider. Something the provider will need to follow up on. If its time stamped from the exchange then NT will order it in the format received. Last data is most likely time stamped from the server however bid and ask data is not guaranteed to be time stamped and I know with a lot of providers it is not.
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Ringbinder
-Interested User-
Posts: 6
Joined: Feb 16, 2014
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Posted: Mar 6, 2014 04:41 PM
Msg. 5 of 19
Any further news as to when the improved feed will be available? How will we know when you switch over to it?
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Mar 7, 2014 10:05 AM
Msg. 6 of 19
The new Eurex feed is in QA testing and currently scheduled for release towards the end of March.
Jay Froscheiser Vice President, Active Trader Products
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Ringbinder
-Interested User-
Posts: 6
Joined: Feb 16, 2014
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Posted: Mar 8, 2014 01:24 PM
Msg. 7 of 19
To reiterate the crucial point made by JoJoJo above, to which there has been no reply, will the best bid and best ask updates be 100% complete and 100% synchronized in relation to the trade data? What error rates are you currently getting on your testing?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 10, 2014 07:29 AM
Msg. 8 of 19
The details of the new feed have not been relayed to me yet, as soon as they have a release canidate though, I am sure we will be able to provide these details and will post them here to discuss.
Tim Edited by DTN_Tim Walter on Mar 10, 2014 at 07:31 AM
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Jojojo
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Posts: 10
Joined: Nov 10, 2013
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Posted: Mar 28, 2014 09:58 AM
Msg. 9 of 19
Any news ?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 28, 2014 10:07 AM
Msg. 10 of 19
We are hoping to have the new feed in place this weekend. I'll post Monday when I get in to confirm that the update went as planned.
Tim
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Ringbinder
-Interested User-
Posts: 6
Joined: Feb 16, 2014
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Posted: Mar 29, 2014 01:13 PM
Msg. 11 of 19
Will you be able to make any historical data available based on this new feed and, if so, how far back?
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 30, 2014 05:51 PM
Msg. 12 of 19
I do not believe so. We will need accumulate data under the new feed as we move forward unfortunately.
Tim
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Mar 31, 2014 09:54 AM
Msg. 13 of 19
Just to confirm, the feed is active today as planned.
Tim
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Jojojo
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Posts: 10
Joined: Nov 10, 2013
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Posted: Apr 1, 2014 01:29 AM
Msg. 14 of 19
Very good to hear - could you please provide a file with some realtime data(Tickdata) ? Maybe an hour or two ; ) Best would be just an output with time last vol bidprice askprice or sth. like this ,so we can determine / compare .
kind regs Jojo Edited by Jojojo on Apr 1, 2014 at 01:58 AM Edited by Jojojo on Apr 1, 2014 at 01:58 AM
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Jojojo
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Posts: 10
Joined: Nov 10, 2013
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Posted: Apr 3, 2014 01:49 AM
Msg. 15 of 19
Or maybe anybody who uses the API is so generous to provide a tickdata file , if the guys here deny to show some support, for whatever reason I do not quite understand - you do have the data anyway. Would be very kind
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Jojojo
-Interested User-
Posts: 10
Joined: Nov 10, 2013
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Posted: Apr 3, 2014 04:44 AM
Msg. 16 of 19
ok I did some homework and recorded some realtime data with Babar Bid Ask Recorder.At the first look it seemes to be a very accurate feed - not to 100% perfect , but better than before ,I think.It's New York Time , but that's not interesting .For whom it may concern....
File Attached: FDAX 06-14.20140403.LiveRecording.TAB.txt (downloaded 1533 times)
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DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004
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Posted: Apr 3, 2014 10:16 AM
Msg. 17 of 19
Jojojo Can you send me a email to support@iqfeed.net or call service. I will assist you with that file, just let me know exactly what you need. Loren
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AHA
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Posts: 37
Joined: Jan 31, 2012
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Posted: Apr 4, 2014 04:08 AM
Msg. 18 of 19
Now I do get 2-3 times more bid/ask data.
I would appreciate any information about the change.
Could you please describe exactly the difference to the current feed vs. the prior 3/31 one?
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DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004
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Posted: Apr 4, 2014 07:50 AM
Msg. 19 of 19
AHA
We have switched our data source to a different Vendor for a Ultra data feed. This happend as of the first of the month.
Can you let me know how this improvement works with you?
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