Eurex Liffe Futures scalping: eSignal or RT3-Europe compare

A

allesim

eSignal_futures on EUREX LIFFE

1.
For EUREX and LIFFE
eSignal updates Volume in the quote box in realtime but DOES NOT SHOW (in T&S) bid_size, ask_size and MOST OF ALL does not show trade_size
Note the above is true only for EUREX and LIFFE, for e-minis eSignal is perfect

Since for scalping I use T&S extensively, obviously I feel eSignal is not adequate to trade EUREX and LIFFE

Moreover, if you open 1min candle chart, the volume bars (on say LX M2-LF = FTSE100 or AX M2-DT = DAX30) don't show the real volume, (traded contracts minute by minute). The volume bars show the number of ticks
1 tick = 1 occurred trade, no matter if it is 1 contract, or 10 contracts or 50 contracts

So you have no idea of the real speed, the real pace

What about RT3 on Eurex and Liffe (RT3 europe at www.ird.com)?

Does it show real trade size? real Volume on 1 min chart?

Can somebody share his comments about RT3 for futures daytrading-scalping?

2.
I also noticed that eSignal lags about 6-8 secs behind TWS quotes (I am looking to NQ M2 now), if I open a quote box of 25 symbols/indices/futures.

Since I have a T1 connection, I guess that my internet connection is not the bottleneck or culprit.
Sure I can reduce the number of watched symbols, but I wonder if RT3 has the same problem: does RT3 requires less bandwith than eSignal, keeping same number of symbols around 25-30?

Thanks
Personal emails are welcomed
 
I noticed this ird.com software previously dubbed "cheap RealTick" on this board (recall that the thread was quickly censored) is no longer cheap anymore :$150, used to be around $60. I guess when you find a way to get around greedy vendors keep it for yourself .
 
Hey
At first I must tell you that the real time data services here in Europe are far behind the standard in the United States. There are some services that are offering actual good service. The
Dynamic service you mentioned is a similar service as Fides.. a swiss company. They support the exact same systems and take their data from the same source. In general those are not bad. The best thing on their offer is that it comes with Real Tick. Beside that they are also offering a DDE solution.. so you can use Tradestation or Excel with it.

For the European Markets there is a better solution than those.. the best solution is Tenfore with their own software Quotespeed. The big thing with them is that they offer the best quality of financial data with the fastest access. Over satellite a maximal delay of 10 to 20ms. Over regular T1 connection its at most a delay of 100ms.. this is mainly because of the TCP/IP. The thing about this company is that they sell their data to other services.. and like IR Dynamics has most of their data from Tenfore. So in other words when you have Tenfore you are already ahead of everyone else... you are right at the source because they take their data direct from the exchanges and give it direct to you.

Another real time data seller that is above average is cqg. The only thing with this real time data service is that it is very expensive compared to the other services.

If you need more information about tenfore or cqg you can send me a private message. I'm from Switzerland and I'm only trading the Eurex right now.

hope this helps,

alain
 
cqg is way better than tenfore -so i guess cqg would have to be nuts to charge less

but if you can't get a couple of hundreds dollar (a good dinner where i come from) extra value out of it - use a cheaper service
 
:p Will you be using a front-end like TT or Yes with direct exchange access to Eurex and Liffe? That will be much more inportant than your choice of quote vendor.
 
Dear Alain and Stevet

Do Tenfore or CQG offer what I am looking for?

In T&S I look for trades contracts column ("size" in eSignal)
and also bid_size and ask_size ("sizes" in eSignal)

In 2days 1min chart I look for volume (real volume, not only ticks)

To better understand see the attached 4 snapshots

Thanks
 

Attachments

and the last one is 2days 1 min chart of DAX30
The "Volume" section is almost unuseful: it shows the number of "tick"

It gives no idea of the real number of traded contracts per min, it's not proportional to the number of contracts.

Neither the tape, nor the chart can give me the real feeling of the actual "pressure" or speed like emini can give.

Thanks for any comments
 

Attachments

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