Hello all,

We've been successfully retrieving Level-II data for futures during several months; but several days ago, all in a sudden, Level 2 data stopped arriving.

Watching our logs, we can see the following:

[connects to level 2 tcp port]

[DTN L2] S,SERVER CONNECTED
[DTN L2] C
[DTN L2] T,2012-01-10 08:35:35

[now we ask for DAX March'2012 symbol by sending "wXGH12\r\n"]

[DTN L2] n,XGH12,XGH12


Which, according to the docs, mean "symbol was not found". Strangely, this has been working for the past months without a single problem.

Even stranger is the fact that Level-1 will work as expected when we send the same request "wXGH12\r\n". This is, we are receiving "symbol not found" for L2, but the same symbol will work flawlessly when requesting Level I data.

Also, we have tried by sending "wXG#", and we keep getting the same results: L1 socket will start sending FDAX-March'12 price data as expected, but L2 will greet us again with a "n,XG#,XG#" message.

Is there any reason why we cannot get L2 data ?

thanks for your answer,

jmv, sorry for the delay responding. I am showing that your login is only authorized for realtime Level 1 EUREX. The level 2 servers do not send delayed data and will instead indicate that a symbol is not found if you are not authorized for realtime data.

You can signup for realtime Eurex Level 2 via our website here:
https://www.iqfeed.net//index.cfm?displayaction=data§ion=account&menu=1&signup=exchanges
Edited by DTN_Steve_S on Jan 11, 2012 at 08:23 AM

Thanks for your answer,

maybe this is not the right place to post this (perhaps should I email to sales dept?) but I think there's some kind of misunderstanding here. I have been working with, and signed up for realtime Eurex with IqFeed for months now (I don't remember the exact time I signed up with DTN IqFeed, but this has been working without problems for at least six months).

In all that time, I haven't modified my IqFeed subscription, nor have I been notified by IqFeed of any changes to it (or at least I cannot recall it right now). What's more, just 10 days ago I was receiving Level 2 data flawlessly.

Thing is, a few days ago (like 9 or 10 days, as said above), Level 2 suddenly stopped sending data. From your post, I understand that, after six months receiving and being subscribed to realtime, somehow _now_ I have been "unsubscribed" to IQFeed's realtime Eurex data service. ¿How could such a change have happened?

This is a very serious issue for our bussiness, really... could you please check why have we been "silently unsubscribed" (so to say) from realtime data, why, and by who? Other than some kind of problem with our credit card payment, I cannot think of any reason for this sudden change to our subscription (and even if that was to be the case, I suppose we should have received some warning email, shouldn't we? )

thanks for your time,

My aplogies. We did have a server release a couple weeks ago that would have affected this for you. You have always been signed up (and paying) for realtime Level 1 EUREX data but have never been signed up (or paying) for Level 2 EUREX data. Our server release addressed a bug that would have allowed your account to recieve the Level2 Euruex without being authorized.

Unfortunately we weren't able to send out notice prior to fixing it because we don't currently track any information that would have identified which users would be affected.

Also, a correction to my first response where I said that your account was only authorized for Level 2 EUREX. I intended to say that your account was only authorized for Level 1. I have have updated the post. Hopefully it did not cause too much extra confusion.

Hi Steve,

thanks a lot; yes, I was a little confused by the first post as you say, but now it's all crystal clear.

I will contact sales dept asap, then, and have them to upgrade my account to RT Eurex L2. Weird as it might seem, I'd swear that I had asked for both L1 and L2 realtime data when I first contacted with my sales rep (since we do use both levels in our daily operations), but since it was around six months ago when we signed up, I cannot tell for sure now.

Anyway, thanks a lot for your prompt answers and help !