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CME E-quotes, or something comparable?
- Thread starter lundy
- Start date
I can imagine the hell you have to go through to get data from CME. At least these guys still post some ftp tick data although you have to be fast enough. It is gone after a week.
CBOT is superfast, you can get something for one day only. then it's gone. A pain in the neck is that they oblige to load every single contract down seperately.
You ain't seen nothing yet if you try to wring some data out of EUREX( the DAX, ESTX50 people). By the way, free T&S data is to my knowledge not available at all, not even the skimpy 1 day only stuff at CBOT. You call Frankfurt many times to find out that this thing is really handled by some outfit called DEUTSCHE BOERSE which has nothing to do with EUREX. After many calls I managed to get some kind of a form to "order" some futures data on CD via my VISA card. The CD indeed arrived. To my astonishment their T&S data was really crappy! I first called about this but they seemed not to follow what I was trying to say. I subsequently wrote some kind of little thesis in which I showed that it was logically impossible to have a certain type of anomaly. In fact they politely replied that this was due to some kind of "feeding in" data of private trades after the fact. They had never thought about it, that this could trouble cookies like us. Again they thanked me for helping out and promised too clean up the mess.
A couple of months later I contacted them again hoping to get hold of some good data in exchange for the crappy data they had sold me before. Nein, they could not do that, not even for a fellow that did all the work to get them out of that sh*t. So CME is certainly not an example. There is worse in the world.
CBOT is superfast, you can get something for one day only. then it's gone. A pain in the neck is that they oblige to load every single contract down seperately.
You ain't seen nothing yet if you try to wring some data out of EUREX( the DAX, ESTX50 people). By the way, free T&S data is to my knowledge not available at all, not even the skimpy 1 day only stuff at CBOT. You call Frankfurt many times to find out that this thing is really handled by some outfit called DEUTSCHE BOERSE which has nothing to do with EUREX. After many calls I managed to get some kind of a form to "order" some futures data on CD via my VISA card. The CD indeed arrived. To my astonishment their T&S data was really crappy! I first called about this but they seemed not to follow what I was trying to say. I subsequently wrote some kind of little thesis in which I showed that it was logically impossible to have a certain type of anomaly. In fact they politely replied that this was due to some kind of "feeding in" data of private trades after the fact. They had never thought about it, that this could trouble cookies like us. Again they thanked me for helping out and promised too clean up the mess.
A couple of months later I contacted them again hoping to get hold of some good data in exchange for the crappy data they had sold me before. Nein, they could not do that, not even for a fellow that did all the work to get them out of that sh*t. So CME is certainly not an example. There is worse in the world.
Quote from nononsense:
You call Frankfurt many times to find out that this thing is really handled by some outfit called DEUTSCHE BOERSE which has nothing to do with EUREX.
EUREX is a jointly owned subsidiary of the Deutsche Börse (German Stock Exchange) Frankfurt and the Schweizer Börse (Swiss Stock Exchange) Zürich.
Quote from msfe:
EUREX is a jointly owned subsidiary of the Deutsche Börse (German Stock Exchange) Frankfurt and the Schweizer Börse (Swiss Stock Exchange) Zürich.
Thank you for pointing this out.
This is probably true, but I was talking about getting data from EUREX here and this is what I picked from many telephone calls to Frankfurt that these offices do not seem to be communicating very well between each other. THIS IS WHAT I HEARD FROM THESE PEOPLE IN FRANKFURT. They never talked to me about who owns who. They simply said "we do have nothing to do with the other guys", this was not the owners talking but their clerks.
anyone try CME's marketsound ???
Quote from lundy:
on my fourth call, I got a smart individual who was able to help me get the cme equotes working...
the problem initially affects IB USERS! I had to enable the Microsoft Java VM and disable Sun's VM.
After that the Equotes loads, adn IB's TWS still loads ok, so I guess that solved the problem...
We'll see how cme's software/data interface goes from here.
Thus far I am not impressed with their effort. Generally if you have a problem or question you can eventually get to someone that will help answer your question at the CME: If you are a member things are quite a bit different than if you are not.
The MERC has been going through an assortment of people managing and running these efforts and I think they need a bit more time to decide how to properly structure this area of their business and get it up to speed. Its a decent first effort but not quite ready for prime time IMHO.....