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Joined: Feb 16, 2014 11:39 AM
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20 Most recent posts:
Data and Content Support » Aggressor side on Eurex Aug 10, 2015 11:39 AM (Total replies: 3)

Thanks for your prompt reply.

Is such an identifier not available from the exchange feed? On page 99 of http://www.mds.deutsche-boerse.com/blob/7652/f2b7f1bdd8613d14cf13d47f5b567872/eurex-market-and-reference-data-interfaces-data.pdf it has
28731
> AggressorSide
N
Aggressor-
Side
(enum)
Side of the incoming order, which created the trade.
Only present for MDEntryType=2.
Value
Description
1
Buy
2
Sell

Data and Content Support » Aggressor side on Eurex Aug 10, 2015 10:59 AM (Total replies: 3)

Are trades at the bid and ask on your current Eurex feed identified by use of a specific Aggressor side identifier or are they inferred by other means?

Data and Content Support » Eurex feed Mar 29, 2014 01:13 PM (Total replies: 18)

Will you be able to make any historical data available based on this new feed and, if so, how far back?

Data and Content Support » Eurex feed Mar 8, 2014 01:24 PM (Total replies: 18)

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?

Data and Content Support » Eurex feed Mar 6, 2014 04:41 PM (Total replies: 18)

Any further news as to when the improved feed will be available? How will we know when you switch over to it?

Data and Content Support » Eurex feed Feb 16, 2014 11:50 AM (Total replies: 18)

I am very disappointed to read in several places that the expensive Eurex data feed I've been purchasing from you may be inaccurate at identifying whether a trade was at the bid or offer. See http://www.jigsawtrading.com/blog/eurex-order-flow-iqfeed-vs-s5-trader-oec-trader/ and http://www.sierrachart.com/SupportBoard.php?ThreadID=5395. Please would you comment on this.


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