Dax Index Futures vs. Emini's

J

jearnest

Velocity Futures
Does anyone have experience trading the FDAX on TT and how it compares to the E-Mini's.

We are starting to trade the DAX at night 2-5am and besides the late hours it has been very productive.

Seems like it trades like the old nasdaq e-mini's from 2 years ago...

What has your experience been and how have you handled the 2 second refresh compared to the CME quotes?


Jay
 
2 second refresh ??


I do not remember seeing this using my brokers software
to eurex exchange

I do know that it is more leverage than I need ...

this DAX ....:p
 
I am trading DAX futures almost every day thanks to the convenient time difference (trading on DAX starts 11 am local Moscow time) and do find it less noisy and better manageable than ES.
I have come to a conclusion that too many participants in ES seem to greatly decrease the effectiveness of any trading system. DAX, on the contrary, is more stable and TA indicators seems to be working much better and clearer on DAX.
One thing I don't like about trading it is that the refresh rate on Esignal and IB seems to be different at times and it kinda distorts the whole picture. You can see 2350x2350.50 quote on IB, then all of the sudden you get 2352 prints on Esignal tape and you can even see a downtick on IB quote to 2349x2350. One could assume that DAX is too thin but I don't think that's the issue. The problem could be the Esignal Eurex (DTB) feed. There were issues raised about it already and Esignal says its "work in the progress"
Anyway I intend to continue trading DAX and frankly, I am really enjoying it compared to trading ES or even ESTX50.
 
I gave up on Esignal due to the bad Eurex data. Switched to IRd at www.ird.com, a realtick service, which has been way better. An interesting thing (looking at ESTX50 quotes, but Dax would be the same) has been that IB quotes are still mostly slightly more timely than from IRD. IB's quotes are 0.7 second snapshot, I believe but their feed from Eurex is better due to their position as brokers (i think this is true and not just some úrban' legend i've picked up about IB) . IRD on the other hand, is true streaming feed - but is slightly delayed compared to IB. Esignal was way behind anything else..... MYTrack seems recommended for euro feeds aswell, but I haven't tried them.


coops
 
Quote from Sashe:

I am trading DAX futures almost every day thanks to the convenient time difference (trading on DAX starts 11 am local Moscow time) and do find it less noisy and better manageable than ES.
I have come to a conclusion that too many participants in ES seem to greatly decrease the effectiveness of any trading system. DAX, on the contrary, is more stable and TA indicators seems to be working much better and clearer on DAX.
More...

I agree completely. And on the US markets, i prefer trading the YM(now there is more liquidity) for the same reasons.
The Esignal feed is not very good for Europeans markets, especially after the opening of the US markets. Trade with IB feed-API, it's fine for me.
 
Quote from lastick:



I agree completely. And on the US markets, i prefer trading the YM(now there is more liquidity) for the same reasons.
The Esignal feed is not very good for Europeans markets, especially after the opening of the US markets. Trade with IB feed-API, it's fine for me.
More...

We recently released our Eurex feeds, and would be interested to hear any comparisons between DTN.IQ data and the others. Feel free to take a trial at www.dtniq.com and report to me so if there are any problems we can look into it. Eurex data is included in our basic service (everyone gets delayed data, just pay the exchange fees for RT data). A Free trial is available, and if the data looks good the subscription is only $44.50/mo with annual subscription.

Looking forward to knowing how the data compares.

Jay Froscheiser
DTN Market Access.
 
Quote from iqfeed:



We recently released our Eurex feeds, and would be interested to hear any comparisons between DTN.IQ data and the others. Feel free to take a trial at www.dtniq.com and report to me so if there are any problems we can look into it. Eurex data is included in our basic service (everyone gets delayed data, just pay the exchange fees for RT data). A Free trial is available, and if the data looks good the subscription is only $44.50/mo with annual subscription.

Looking forward to knowing how the data compares.

Jay Froscheiser
DTN Market Access.
More...

I found DTN to be lagging IB by 1 sec.
 
Quote from Ditch:



I found DTN to be lagging IB by 1 sec.
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is this on the DAX? Any particular time you are noticing this? If you can provide some more details I will have our Market Data Integrity group research it further.

thanks

Jay Froscheiser
DTN Market Access
 
Quote from iqfeed:



is this on the DAX? Any particular time you are noticing this? If you can provide some more details I will have our Market Data Integrity group research it further.

thanks

Jay Froscheiser
DTN Market Access
More...

This was on the ESTX-50, i noticed it all day long. It's a permanent lag, imo it's due to the fact that Eurex favors it's exchange members.
 
I've been comparing the Mytrack feed to Esignals for the past week, and for all eurex products, Esignal is consistently faster than Mytrack by a fraction of a second. Actually, Esignal is the same speed as J-trader's quotes.

I don't know if it's worth the money to pay double the Mytrack feed for a fraction of a second on charting. Especially since the more expensive, but faster Esignal feed seems to have more problems.

I haven't noticed a 2 second refresh on either feed.
 
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