Eurex Quotes & Data (ESignal, IQFeed, IRD/Realtick...)

I have found www.comstock-interactivedata.com, Future Source, and CQG to have very good Eurex feeds. As for Comstock, they used to be known as Standard and Poors Comstock, but they were bought out by Interactive Data. The feed, I ascertain, has not been been adversely affected.

As for a choice between these otherwise superb feeds, I have found CQG's fixed-income feed and charting to be superior since it has cash data as well. In tandem with its quality, it is more expensive than the other two. Comstock suffers from mediocre charting despite their use of Realtick (lots of uncorrected bad ticks) and Future Source has no cash fixed income data (i.e. the EGB's).

Lastly, I have used Cantordata.com, which is excellent as well (although I never tried charting with it).

Good Luck
 
Quote from saschabr:

does anyone know a data vendor
for Eurex Quotes which have a
better resolution than 2 seconds
More...

Hi Saschabr,

we are collecting tick-data from Eurex sind 1995 through Reuters - the resolution of the updates is significantly less than two seconds (at least for the futures). Could it be that you are referring to the cash index?

You are nevertheless right that Eurex updates are way slower (snapshots) than for example Globex or ACE updates of the minis. If you purchase data from the exchange, you get time&sales down to the millisecond.

Regards, Oliver
 
comstock Interactivedata now own Esignal and i was told a while back by a rep that Esignal would be using the Comstock Eurex feed as their new feed. This is a direct exchange feed and they were hopng it would elevate many of the speed problems they were experiencing with their previous eurex feed. im not sure if it's any better or worse than before as Im not in a position to compare.

Runningbear
 
Quote from saschabr:

Ditch,

IB's quotes are 2-second snapshots.
I am looking for quotes with a smaller
resolution.
More...
I don't think so ..more like 0.5 or 0.7 second snapshot. It's the same on Eurex and on US markets. Being a member firm, IB's quotes are fast from Eurex, albeit not true tick-by-tick. I find the feed perfectly acceptable given it's speed. I'd rather go with a very fast snapshot feed than a delayed tick-by-tick feed.
 
Quote from saschabr:

Hello,

does anyone know a data vendor
for Eurex Quotes which have a
better resolution than 2 seconds,
i.e. quote updates are more frequent
than 2 seconds or time&sales
have a smaller resolution.
This Eurex policy is really a bad thing...

Support Teams of ESignal, IQFeed
and all other Services present at ET
please respond to this if you can...
More...
I heard esignal have finally cleaned up their Eurex act after years of promising to do so. IB are fast albeit snapshot. The J-Trader feed from patsytems is the only one I've seen that is actually faster than IB and has the benefit of being tick-by-tick. Pairing it up with software is an issue though. The only company I know doing that (and the software is barely out of beta I feel) is:

http://www.sf-station.com/e/index.html

Nice backfill capability though. I tried the demo and the software is a bit funky. Wish there were other companies tapping into the J-trader feed like this.
 
I can't belive IB is faster than Esignal? I could not compare
because i do't have account with IB , and did not trade Eurex.

Isn't Esignal suppose to be as fast as IB, because Esignal is
in data feed business, and IB isn't.

2 Second is too long especialy for scalpers. What are the
faster feeds than esignal for Europe market, beside IB
that is already mentioned?
 
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